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Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Mathematical Finance
Vol.3 No.1
,February 26, 2013
DOI:
10.4236/jmf.2013.31002
6,584
Downloads
12,272
Views
Citations
The Psychosocial Dimension of Power: An Emotional Analysis of the Discourse on Globalization of the Davos Elite
(Articles)
Mario D’Andreta
Open Journal of Social Sciences
Vol.10 No.9
,August 24, 2022
DOI:
10.4236/jss.2022.109016
119
Downloads
673
Views
Citations
Coeliac Disease: Gluten Free Diet and… What Else?
(Articles)
Marina Taus
,
Elsa Veronica Mignini
,
Daniele Fumelli
,
Debora Busni
,
Giulia Nicolai
,
Carla Carletti
,
Albano Nicolai
Open Journal of Gastroenterology
Vol.6 No.11
,November 23, 2016
DOI:
10.4236/ojgas.2016.611035
2,013
Downloads
4,716
Views
Citations
Fourier-Cosine Method for Pricing and Hedging Insurance Derivatives
(Articles)
Ludovic Goudenège
,
Andrea Molent
,
Xiao Wei
,
Antonino Zanette
Theoretical Economics Letters
Vol.8 No.3
,February 9, 2018
DOI:
10.4236/tel.2018.83020
723
Downloads
1,611
Views
Citations
This article belongs to the Special Issue on
Financial Derivatives
HIV Infection in Pregnancy and the Risk of Gestational Hypertension and Preeclampsia
(Articles)
Beatrice Landi
,
Valeria Bezzeccheri
,
Brunella Guerra
,
Mariangela Piemontese
,
Francesca Cervi
,
Lucia Cecchi
,
Eleonora Margarito
,
Stefano R. Giannubilo
,
Andrea Ciavattini
,
Andrea L. Tranquilli
World Journal of Cardiovascular Diseases
Vol.4 No.5
,May 20, 2014
DOI:
10.4236/wjcd.2014.45034
4,049
Downloads
6,328
Views
Citations
This article belongs to the Special Issue on
Hypertension Research
Soil and Phytosociological Characterisation of Grasslands in the Western Mediterranean
(Articles)
A. Cano-Ortiz
,
E. Bioindi
,
C. J. Pinto Gomes
,
S. Del Río González
,
E. Cano
American Journal of Plant Sciences
Vol.5 No.21
,October 27, 2014
DOI:
10.4236/ajps.2014.521337
4,437
Downloads
5,272
Views
Citations
Effect of Italian Sour Cherry (
Prunus cerasus
L.) on the Formation of Advanced Glycation End Products and Lipid Peroxidation
(Articles)
Gianna Ferretti
,
Davide Neri
,
Tiziana Bacchetti
Food and Nutrition Sciences
Vol.5 No.16
,August 27, 2014
DOI:
10.4236/fns.2014.516170
4,318
Downloads
5,583
Views
Citations
This article belongs to the Special Issue on
Nutritional Value of Foods
Homogeneous and Heterogeneous Traffic of Data Packets on Complex Networks: The Traffic Congestion Phenomenon
(Articles)
Alfonso Farina
,
Antonio Graziano
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Communications and Network
Vol.4 No.2
,May 18, 2012
DOI:
10.4236/cn.2012.42021
5,682
Downloads
10,222
Views
Citations
A Video Game Based on Elementary Differential Equations
(Articles)
Marco Giacinti
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Intelligent Control and Automation
Vol.4 No.3
,August 7, 2013
DOI:
10.4236/ica.2013.43030
9,459
Downloads
13,345
Views
Citations
Are Networks a Gateway to European Funding? Considerations from a Systematic Literature Review
(Articles)
Barbara Kulaga
,
Silvio Cardinali
Open Journal of Business and Management
Vol.10 No.1
,January 18, 2022
DOI:
10.4236/ojbm.2022.101017
125
Downloads
492
Views
Citations
Workers’ Effort: A Comparison between Capitalist and Cooperative Firms
(Articles)
Michele Alessandrini
,
Marcello Messori
Theoretical Economics Letters
Vol.6 No.3
,June 28, 2016
DOI:
10.4236/tel.2016.63066
1,878
Downloads
4,914
Views
Citations
Apple as a Source of Dietary Phytonutrients: Bioavailability and Evidence of Protective Effects against Human Cardiovascular Disease
(Articles)
Gianna Ferretti
,
Imma Turco
,
Tiziana Bacchetti
Food and Nutrition Sciences
Vol.5 No.13
,July 11, 2014
DOI:
10.4236/fns.2014.513134
6,064
Downloads
9,067
Views
Citations
Inflammatory Bowel Diseases: What Do We Still Need to Investigate?
(Articles)
Marina Taus
,
Debora Busni
,
Daniele Fumelli
,
Arianna Paci
,
Giulia Nicolai
,
Albano Nicolai
Open Journal of Gastroenterology
Vol.5 No.10
,October 28, 2015
DOI:
10.4236/ojgas.2015.510024
3,860
Downloads
5,684
Views
Citations
Inter-Laboratory Ring Trial to Evaluate Reverse Transcription Polymerase Chain Reaction Methods Used for
Dolphin Morbillivirus
Detection in Italy
(Articles)
Roberto Zoccola
,
Alessandra Pautasso
,
Carla Grattarola
,
Milena Monnier
,
Ilaria Miceli
,
Francesco Ingravalle
,
Maria Ines Crescio
,
Federica Giorda
,
Loretta Masoero
,
Guendalina Zaccaria
,
Giuseppa Purpari
,
Antonella Cersini
,
Maurizio Viscardi
,
Laura Serracca
,
Iolanda Padalino
,
Giantonella Puggioni
,
Cristina Canonico
,
Anna Toffan
,
Cinzia Centelleghe
,
Cristina Esmeralda Di Francesco
,
Sandro Mazzariol
,
Giovanni Di Guardo
,
Walter Mignone
,
Cristina Casalone
,
Maria Goria
Advances in Microbiology
Vol.9 No.5
,May 10, 2019
DOI:
10.4236/aim.2019.95025
629
Downloads
1,387
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
6,651
Downloads
11,442
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
3,603
Downloads
6,076
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
7,126
Downloads
10,435
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
5,104
Downloads
6,982
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
4,502
Downloads
5,839
Views
Citations
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
7,996
Downloads
12,955
Views
Citations
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