Dipartimento di Matematica e Informatica, Università di Camerino, Camerino, Italy - Articles

Continued Fractions and Dynamics (Articles)

Stefano Isola

Applied Mathematics Vol.5 No.7，April 15, 2014

DOI: 10.4236/am.2014.57101 5,994 Downloads 8,290 Views Citations
This article belongs to the Special Issue on Continued Fractions and Geometric Function Theory
The Barone-Adesi Whaley Formula to Price American Options Revisited (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Applied Mathematics Vol.6 No.2，February 13, 2015

DOI: 10.4236/am.2015.62036 8,180 Downloads 14,358 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Int'l J. of Modern Nonlinear Theory and Application Vol.2 No.1，March 13, 2013

DOI: 10.4236/ijmnta.2013.21003 6,765 Downloads 11,738 Views Citations
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Open Journal of Applied Sciences Vol.3 No.6，October 16, 2013

DOI: 10.4236/ojapps.2013.36045 3,721 Downloads 6,373 Views Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Open Journal of Applied Sciences Vol.4 No.2，February 20, 2014

DOI: 10.4236/ojapps.2014.42004 7,320 Downloads 10,966 Views Citations
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Journal of Applied Mathematics and Physics Vol.2 No.7，June 13, 2014

DOI: 10.4236/jamp.2014.27062 5,251 Downloads 7,501 Views Citations
A Trading Execution Model Based on Mean Field Games and Optimal Control (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Applied Mathematics Vol.5 No.19，November 10, 2014

DOI: 10.4236/am.2014.519294 4,712 Downloads 6,241 Views Citations
The Analysis of Real Data Using a Stochastic Dynamical System Able to Model Spiky Prices (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21001 5,329 Downloads 9,336 Views Citations
The Factorizational Theory of Finite Asymptotic Expansions in the Real Domain: A Survey of the Main Results (Articles)

Antonio Granata

Advances in Pure Mathematics Vol.5 No.1，January 12, 2015

DOI: 10.4236/apm.2015.51001 3,592 Downloads 4,361 Views Citations
This article belongs to the Special Issue on Asymptotic Methods
Strongly Balanced 4-Kite Designs Nested into OQ-Systems (Articles)

Mario Gionfriddo, Lorenzo Milazzo, Rosaria Rota

Applied Mathematics Vol.4 No.4，April 30, 2013

DOI: 10.4236/am.2013.44097 4,480 Downloads 6,674 Views Citations
The Lagrangian Method for a Basic Bicycle (Articles)

F. Talamucci

Journal of Applied Mathematics and Physics Vol.2 No.4，March 21, 2014

DOI: 10.4236/jamp.2014.24007 7,416 Downloads 10,942 Views Citations
Consonance of Complex Tones with Harmonics of Different Intensity (Articles)

Antonio Bernini, Federico Talamucci

Open Journal of Acoustics Vol.4 No.2，June 10, 2014

DOI: 10.4236/oja.2014.42008 4,230 Downloads 6,022 Views Citations
Motion of Nonholonomous Rheonomous Systems in the Lagrangian Formalism (Articles)

F. Talamucci

Journal of Applied Mathematics and Physics Vol.3 No.3，March 23, 2015

DOI: 10.4236/jamp.2015.33043 5,916 Downloads 6,921 Views Citations
Nikodým-Type Theorems for Lattice Group-Valued Measures with Respect to Filter Convergence (Articles)

Antonio Boccuto, Xenofon Dimitriou

Advances in Pure Mathematics Vol.4 No.5，May 16, 2014

DOI: 10.4236/apm.2014.45028 3,746 Downloads 5,244 Views Citations
This article belongs to the Special Issue on Measure Theory
Practical Stabilization for Uncertain Pseudo-Linear and Pseudo-Quadratic MIMO Systems (Articles)

Laura Celentano

Int'l J. of Modern Nonlinear Theory and Application Vol.2 No.1，March 21, 2013

DOI: 10.4236/ijmnta.2013.21004 5,846 Downloads 8,558 Views Citations
Synthesis and Photophysical Properties of 9,10-Disubstituted Anthracenes (Articles)

Roberto Pizzoferrato, Pietro Tagliatesta, Carlo Schillaci, Paolo Prosposito, Roberta De Angelis

Materials Sciences and Applications Vol.6 No.11，November 17, 2015

DOI: 10.4236/msa.2015.611095 3,683 Downloads 4,780 Views Citations
Cubic Spline Approximation for Weakly Singular Integral Models (Articles)

Franca Caliò, Elena Marchetti

Applied Mathematics Vol.4 No.11，November 5, 2013

DOI: 10.4236/am.2013.411211 3,664 Downloads 5,583 Views Citations
A New Approach to Investigate Students’ Behavior by Using Cluster Analysis as an Unsupervised Methodology in the Field of Education (Articles)

Onofrio Rosario Battaglia, Benedetto Di Paola, Claudio Fazio

Applied Mathematics Vol.7 No.15，September 12, 2016

DOI: 10.4236/am.2016.715142 2,214 Downloads 5,771 Views Citations
This article belongs to the Special Issue on Data Clustering Theory and Applications
New Possible Astronomic Alignments at the Megalithic Site of Göbekli Tepe, Turkey (Articles)

Alessandro De Lorenzis, Vincenzo Orofino

Archaeological Discovery Vol.3 No.1，January 26, 2015

DOI: 10.4236/ad.2015.31005 10,542 Downloads 16,305 Views Citations
Archaeoastronomical Study of the Main Pyramids of Giza, Egypt: Possible Correlations with the Stars? (Articles)

Vincenzo Orofino, Paolo Bernardini

Archaeological Discovery Vol.4 No.1，November 24, 2015

DOI: 10.4236/ad.2016.41001 9,245 Downloads 18,901 Views Citations

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