Francesco Prandini - Articles - Scientific Research Publishing

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 6,882 Downloads 13,147 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)

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

International Journal of Modern Nonlinear Theory and Application Vol.2 No.1, March 13, 2013

DOI: 10.4236/ijmnta.2013.21003 7,058 Downloads 12,592 Views Citations
Alpha Rhythms Response to 10 Hz Flicker Is Wavelength Dependent (Articles)

Francesco Ferro Milone, Antonio Tullio Minelli, Roberto Cian

Neuroscience and Medicine Vol.4 No.2, June 18, 2013

DOI: 10.4236/nm.2013.42015 5,039 Downloads 8,126 Views Citations
The role of immunoenzymatic therapy in the management of vestibulodynia associated with painful bladder syndrome (Articles)

Filippo Murina, Raffaele Felice, Stefania Di Francesco, Valeria Mantegazza

Open Journal of Obstetrics and Gynecology Vol.3 No.4A, June 18, 2013

DOI: 10.4236/ojog.2013.34A003 6,021 Downloads 8,287 Views Citations
This article belongs to the Special Issue on Pelvic Floor Health
A Video Game Based on Optimal Control and Elementary Statistics (Articles)

Marco Giacinti, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Intelligent Information Management Vol.5 No.4, July 2, 2013

DOI: 10.4236/iim.2013.54011 4,407 Downloads 7,138 Views Citations
Silent Contained Rupture of an Inflammatory IgG4-Related Abdominal Aortic Aneurysm (Articles)

Elpiniki Tsolaki, Francesca Papadopulos, Vincenzo Gasbarro, Pierfilippo Acciarri, Francesco Mascoli

World Journal of Cardiovascular Surgery Vol.3 No.4, August 28, 2013

DOI: 10.4236/wjcs.2013.34025 3,097 Downloads 4,994 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 9,937 Downloads 14,416 Views Citations
Botulinum toxin treatment of severe dysphagia following brainstem stroke (Articles)

Domenico De Grandis, Sofia Faletti, Francesco Pirali, Gianna Santus

World Journal of Neuroscience Vol.3 No.4, October 8, 2013

DOI: 10.4236/wjns.2013.34037 6,197 Downloads 9,917 Views Citations
Abnormal Femoral Origin of the Anterior Cruciate Ligament Associated with Osteochondritis Dissecans of the Medial Femoral Condyle (Articles)

Massimiliano Salvi, Francesco Caputo, Giuseppe Piu, Marco Sanna, Cristina Sanna

Surgical Science Vol.4 No.10, October 30, 2013

DOI: 10.4236/ss.2013.410093 3,928 Downloads 5,538 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 3,937 Downloads 7,066 Views Citations
Left atrial voltage remodeling after pulmonary venous isolation with multipolar radiofrequency ablation (Articles)

Francesco Laurenzi, Piergiuseppe De Girolamo, Augusto Pappalardo, Andrea Avella

World Journal of Cardiovascular Diseases Vol.3 No.8, November 18, 2013

DOI: 10.4236/wjcd.2013.38078 4,212 Downloads 6,404 Views Citations
NMR-Metabolomic Study on Monocultivar and Blend Salento EVOOs including Some from Secular Olive Trees (Articles)

Laura Del Coco, Sandra A. De Pascali, Francesco P. Fanizzi

Food and Nutrition Sciences Vol.5 No.1, January 15, 2014

DOI: 10.4236/fns.2014.51012 4,401 Downloads 6,915 Views Citations
This article belongs to the Special Issue on
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 7,564 Downloads 11,930 Views Citations
Long-Term Structural Valve Degeneration in Cryopreserved Mitral and Aortic Homograft: Is Pregnancy a Factor? (Articles)

Francesco Nappi, Cristiano Spadaccio, Massimo Chello, Mario Lusini, Cristophe Acar

World Journal of Cardiovascular Diseases Vol.4 No.6, May 26, 2014

DOI: 10.4236/wjcd.2014.46036 3,323 Downloads 4,968 Views Citations
Oral Low-Molecular Weight Hyaluronic Acid in the Treatment of Atrophic Vaginitis (Articles)

Tindara La Galia, Antonio Micali, Domenico Puzzolo, Francesco Cancellieri

International Journal of Clinical Medicine Vol.5 No.11, May 27, 2014

DOI: 10.4236/ijcm.2014.511084 4,647 Downloads 8,809 Views Citations
This article belongs to the Special Issue on Clinical Pathology
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 5,484 Downloads 8,440 Views Citations
Adaptive Match-Filtering: A Biomedical Application to Identify T-Wave Alternans (Articles)

Laura Burattini, Giovanni Ottaviano, Francesco Di Nardo, Sandro Fioretti

Natural Science Vol.6 No.10, June 18, 2014

DOI: 10.4236/ns.2014.610071 3,772 Downloads 5,351 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 4,974 Downloads 7,157 Views Citations
Characterization of the Geographical and Varietal Origin of Wheat and Bread by Means of Nuclear Magnetic Resonance (NMR), Isotope Ratio Mass Spectrometry (IRMS) Methods and Chemometrics: A Review (Review)

Francesco Longobardi, Daniela Sacco, Grazia Casiello, Andrea Ventrella, Antonio Sacco

Agricultural Sciences Vol.6 No.1, January 21, 2015

DOI: 10.4236/as.2015.61010 4,209 Downloads 6,103 Views Citations
Alpha-Dihydroergocryptine vs. Pramipexole as Adjunct Symptomatic Treatment of Idiopathic Parkinson’s (Articles)

Ulises Rodríguez Ortiz, Daniel San- Juan, Francesco Scarci

Advances in Parkinson's Disease Vol.4 No.1, January 12, 2015

DOI: 10.4236/apd.2015.41001 4,073 Downloads 5,513 Views Citations

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