Lorella Fatone - Articles - Scientific Research Publishing

Wavelet Bases Made of Piecewise Polynomial Functions: Theory and Applications (Articles)

Lorella Fatone, Maria Cristina Recchioni, Francesco Zirilli

Applied Mathematics Vol.2 No.2, February 25, 2011

DOI: 10.4236/am.2011.22022 6,644 Downloads 11,972 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 5,446 Downloads 9,659 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 6,828 Downloads 12,987 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 6,994 Downloads 12,380 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 3,871 Downloads 6,872 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 7,484 Downloads 11,686 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 5,441 Downloads 8,231 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 4,894 Downloads 6,898 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 8,414 Downloads 16,026 Views Citations
Estimation of the Degree of Saturation of Shallow Soils from Satellite Observations to Model Soil Slips Occurred in Emilia Romagna Region of Northern Italy (Articles)

Montrasio Lorella, Valentino Roberto, Chiara Quintavalla

International Journal of Geosciences Vol.1 No.2, August 24, 2010

DOI: 10.4236/ijg.2010.12008 5,360 Downloads 10,548 Views Citations
Healthier Food of Animal Origin and Prevention of Campylobacteriosis (Articles)

Massimo Giangaspero, Naoaki Misawa, Lorella Barca, Fabio Arigoni, Achille Straticò, Gianluca Grandinetti, Dario Macchioni, Pasquale Turno

Advances in Microbiology Vol.13 No.5, May 15, 2023

DOI: 10.4236/aim.2023.135012 223 Downloads 1,102 Views Citations

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