Francesca Mariani - Articles - Scientific Research Publishing

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 5,455 Downloads 9,688 Views Citations
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 6,830 Downloads 13,014 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 7,000 Downloads 12,423 Views Citations
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 4,373 Downloads 7,026 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 9,876 Downloads 14,264 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 3,888 Downloads 6,915 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 7,494 Downloads 11,720 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 5,449 Downloads 8,275 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 4,910 Downloads 6,949 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 8,420 Downloads 16,122 Views Citations
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 5,926 Downloads 10,909 Views Citations
Active Truss Metamaterials: Modelling and Tuning of Band Gaps (Articles)

Daniel Calegaro, Stefano Mariani

Journal of Materials Science and Chemical Engineering Vol.11 No.8, August 31, 2023

DOI: 10.4236/msce.2023.118008 223 Downloads 824 Views Citations
The Use of Materials from Biomass as Construction Materials (Articles)

Francesca Giglio

Open Journal of Civil Engineering Vol.3 No.2A, June 18, 2013

DOI: 10.4236/ojce.2013.32A009 9,995 Downloads 20,360 Views Citations
This article belongs to the Special Issue on Building and Civil Engineering
Public Private Partnerships for Transportation Infrastructure Delivery (Articles)

Francesca Leccis

Open Journal of Social Sciences Vol.3 No.5, May 7, 2015

DOI: 10.4236/jss.2015.35004 5,392 Downloads 9,596 Views Citations
A Two-Scale Multi-Physics Deep Learning Model for Smart MEMS Sensors (Articles)

José Pablo Quesada-Molina, Stefano Mariani

Journal of Materials Science and Chemical Engineering Vol.9 No.8, August 31, 2021

DOI: 10.4236/msce.2021.98004 434 Downloads 1,305 Views Citations
Identity in Sport Teams (Articles)

Cristina Zucchermaglio, Francesca Alby

Psychology Vol.2 No.3, June 29, 2011

DOI: 10.4236/psych.2011.23031 9,548 Downloads 16,902 Views Citations
Students’ Metaphors for Defining Their Learning Experience with Audio-Visible versus Invisible Authors. Results from a Case Study in a Social Science Discipline (Articles)

Terry Inglese, Francesca Rigotti

Creative Education Vol.2 No.3, August 11, 2011

DOI: 10.4236/ce.2011.23025 6,806 Downloads 11,707 Views Citations
An Induced Demand Model for High Speed 1 in UK (Articles)

Francesca Pagliara, John Preston

Journal of Transportation Technologies Vol.3 No.1, January 23, 2013

DOI: 10.4236/jtts.2013.31005 6,041 Downloads 9,434 Views Citations
Models, Structures and Analogical Thinking in Early Childhood Education and Care and Primary School: A Qualitative Study on Teachers’ Perception about Those Concepts (Articles)

Francesca Granone, Martin Stokke

Creative Education Vol.12 No.11, November 10, 2021

DOI: 10.4236/ce.2021.1211187 499 Downloads 2,018 Views Citations
About the Shroud Body Image (Articles)

Giovanni Fazio, Francesca Riotto

Open Journal of Social Sciences Vol.12 No.1, January 10, 2024

DOI: 10.4236/jss.2024.121003 277 Downloads 1,257 Views Citations

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