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1

NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS

FLORESCU, IONUT, LIU, RUIHUA, MARIANI, MARIA CRISTINA, SEWELL, GRANVILLE

Journal:

International Journal of Theoretical and Applied Finance

Year:

2013

Language:

english

File:

PDF, 654 KB

english, 2013

2

Beyond the gut bacterial microbiota: The gut virome

Columpsi, Paola, Sacchi, Paolo, Zuccaro, Valentina, Cima, Serena, Sarda, Cristina, Mariani, Marcello, Gori, Andrea, Bruno, Raffaele

Journal:

Journal of Medical Virology

Year:

2016

Language:

english

File:

PDF, 69 KB

english, 2016

3

A kinetic model for the degradation of dichloroacetic acid and formic acid in water employing the H2O2/UV process

Mariani, Melisa L., Brandi, Rodolfo J., Cassano, Alberto E., Zalazar, Cristina S.

Journal:

Chemical Engineering Journal

Year:

2013

Language:

english

File:

PDF, 545 KB

english, 2013

4

Facilitation and interference components in the joint Simon task

Luca Ferraro, Cristina Iani, Michele Mariani, Nadia Milanese, Sandro Rubichi

Journal:

Experimental Brain Research

Year:

2011

Language:

english

File:

PDF, 179 KB

english, 2011

5

Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market

Florescu, Ionuţ, Mariani, Maria Cristina, Sewell, Granville

Journal:

Quantitative Finance

Year:

2014

Language:

english

File:

PDF, 1.36 MB

english, 2014

6

The Role of Electroconvulsive Therapy (ECT) in Bipolar Disorder: Effectiveness in 522 Patients with Bipolar Depression, Mixed-state, Mania and Catatonic Features

Perugi, Giulio, Medda, Pierpaolo, Toni, Cristina, Mariani, Michela, Socci, Chiara, Mauri, Mauro

Journal:

Current Neuropharmacology

Year:

2017

Language:

english

File:

PDF, 410 KB

english, 2017

7

Red clover and lifestyle changes to contrast menopausal symptoms in premenopausal patients with hormone-sensitive breast cancer receiving tamoxifen

Ferraris, Cristina, Ballestra, Barbara, Listorti, Chiara, Cappelletti, Vera, Reduzzi, Carolina, Scaperrotta, Gianfranco P., Pulice, Iolanda, Ferrari, Eleonora G. A., Folli, Secondo, Mariani, Luigi, Ma

Journal:

Breast Cancer Research and Treatment

Year:

2020

Language:

english

File:

PDF, 761 KB

english, 2020

8

An Iterative Approach to Stratification: Poverty at Regional Level in Italy

Mariani, Francesca, Ciommi, Mariateresa, Chelli, Francesco M., Recchioni, Maria Cristina

Journal:

Social Indicators Research

Year:

2020

File:

PDF, 1.87 MB

2020

9

Congenital hypertrophy of the retinal pigment epithelium in familial adenomatous polyposis: Novel criteria of assessment and correlations with constitutional adenomatous polyposis coli gene mutations

Rosa Valanzano, Alessandro Cama, Roberto Volpe, Maria Cristina Curia, Rita Mencucci, Raffaele Palmirotta, Pasquale Battista, Ferdinando Ficari, Renato Mariani-Costantini, Francesco Tonelli

Journal:

Year:

1996

Language:

english

File:

PDF, 950 KB

english, 1996

10

Transcript dosage effect in familial adenomatous polyposis: Model offered by two kindreds with exon 9 APC gene mutations

Maria Cristina Curia, Diana L. Esposito, Gitana Aceto, Raffaele Palmirotta, Stefania Crognale, Rosa Valanzano, Ferdinando Ficari, Francesco Tonelli, Pasquale Battista, Renato Mariani-Costantini, Aless

Journal:

Year:

1998

Language:

english

File:

PDF, 218 KB

english, 1998

11

A novel mutation at the splice junction of exon 9 of the APC gene in familial adenomatous polyposis

Alessandro Cama, Diana L. Esposito, Raffaele Palmirotta, Maria Cristina Curia, Annalisa Ranieri, Ferdinando Ficari, Rosa Valanzano, Andrea Modesti, Pasquale Battista, Francesco Tonelli, Renato Mariani

Journal:

Year:

1994

Language:

english

File:

PDF, 441 KB

english, 1994

12

Botulinum neurotoxin-A does not spread to distant muscles after intragastric injection: A double-blind single-fiber electromyography study

Maurizio Osio, Enrico Mailland, Francesco Muscia, Caterina Nascimbene, Alessandra Vanotti, Cristina Bana, Fabio Corsi, Diego Foschi, Claudio Mariani

Journal:

Year:

2010

Language:

english

File:

PDF, 84 KB

english, 2010

13

Reply

Maurizio Osio, Enrico Mailland, Francesco Muscia, Caterina Nascimbene, Alessandra Vanotti, Cristina Bana, Fabio Corsi, Diego Foschi, Claudio Mariani

Journal:

Year:

2011

Language:

english

File:

PDF, 173 KB

english, 2011

14

The prescribed mean curvature equation with Neumann condition

Enrique Lami Dozo, María Cristina Mariani

Journal:

Nonlinear Analysis: Theory, Methods & Applications

Year:

1994

Language:

english

File:

PDF, 289 KB

english, 1994

15

Evaluation of the clotting defect in a factor XII-Deficient kindred

Antonio Chistolini, Maria Gariella Mazzuccoini, Mariolina Motta, Stefano Solinas, Maria Cristina Tirindelli, Guglielmo Mariani

Journal:

International Journal of Clinical & Laboratory Research

Year:

1985

Language:

english

File:

PDF, 234 KB

english, 1985

16

Selective high-performance liquid chromatographic purification of bispecific monoclonal antibodies

Laura Tarditi, Maria Camagna, Anna Parisi, Cristina Vassarotto, Lucia B. DeMonte, Michelle Letarte, Fabio Malavasi, Massimo Mariani

Journal:

Journal of Chromatography A

Year:

1992

Language:

english

File:

PDF, 896 KB

english, 1992

17

[IEEE 2007 IEEE International Conf. on Application-specific Systems, Architectures and Processors - Montreal, QC, Canada (2007.07.9-2007.07.11)] 2007 IEEE International Conf. on Application-specific Systems, Architectures and Processors (ASAP) - Mapping and Topology Customization Approaches for Application-Specific STNoC Designs

Palermo, Gianluca, Mariani, Giovanni, Silvano, Cristina, Locatelli, Riccardo, Coppola, Marcello

Year:

2007

Language:

english

File:

PDF, 608 KB

english, 2007

18

The Use of Statistical Tests to Calibrate the Black-Scholes Asset Dynamics Model Applied to Pricing Options with Uncertain Volatility

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

Journal:

Journal of Probability and Statistics

Year:

2012

Language:

english

File:

PDF, 450 KB

english, 2012

19

Biodiversity defrosted: unveiling non-compliant fish trade in ethnic food stores

Di Muri, Cristina, Vandamme, Sara G., Peace, Ciara, Barnes, William, Mariani, Stefano

Journal:

Biological Conservation

Year:

2018

Language:

english

File:

PDF, 547 KB

english, 2018

20

[IEEE 2018 IEEE 11th International Conference on Software Testing, Verification and Validation (ICST) - Västerås, Sweden (2018.4.9-2018.4.13)] 2018 IEEE 11th International Conference on Software Testing, Verification and Validation (ICST) - Localizing Faults in Cloud Systems

Mariani, Leonardo, Monni, Cristina, Pezze, Mauro, Riganelli, Oliviero, Xin, Rui

Year:

2018

Language:

english

File:

PDF, 394 KB

english, 2018

21

Look What I Am Doing: Does Observational Learning Take Place in Evocative Task-Sharing Situations?

Ferraro, Luca, Iani, Cristina, Mariani, Michele, Nicoletti, Roberto, Gallese, Vittorio, Rubichi, Sandro, Wenderoth, Nicole

Journal:

Year:

2012

Language:

english

File:

PDF, 187 KB

english, 2012

22

O trabalho fonoaudiológico em uma clínica dialógica bilíngue: estudo de caso

Mariani, Beatriz Zaki Porcelli, Guarinello, Ana Cristina, Massi, Giselle, Tonocchi, Rita, Berberian, Ana Paula

Journal:

Year:

2016

Language:

english

File:

PDF, 749 KB

english, 2016

23

Heat stress on oocyte or zygote compromises embryo development, impairs interferon tau production and increases reactive oxygen species and oxidative stress in bovine embryos produced in vitro

Amaral, Carolina S., Koch, JÃºlia, Correa JÃºnior, Eduardo E., Bertolin, Kalyne, Mujica, Lady K. S., Fiorenza, Mariani F., Rosa, Suzan G., Nogueira, Cristina W., Comim, FÃ¡bio V., Portela, ValÃ©rio V.

Journal:

Molecular Reproduction and Development

Year:

2020

File:

PDF, 1.24 MB

2020

24

Combination of chemotherapy and recombinant alpha-interferon in advanced non-small cell lung cancer: Multicentric randomized FONICAP trial report

Andrea Ardizzoni, Franco Salvati, Riccardo Rosso, Paolo Bruzzi, Alessandra Rubagotti, Maria Cristina Pennucci, Gabriella Lucia Mariani, Filippo De Marinis, Giovanni Pallotta, Antonio Antilli, Anna Mar

Journal:

Year:

1993

Language:

english

File:

PDF, 647 KB

english, 1993

25

Pseudo-bowel obstruction due to varicella zoster virus infection after autologous stem cell transplantation

Cristina Mihaela Precupanu, Jacques Girodet, Pascale Mariani, Manuela Zanni, Claire Mathiot, Marie-Christine Escande, Philippe Brault, Didier Decaudin

Journal:

American Journal of Hematology

Year:

2009

Language:

english

File:

PDF, 150 KB

english, 2009

26

NK-active cytokines IL-2, IL-12, and IL-15 selectively modulate specific protein kinase C (PKC) isoforms in primary human NK cells

Marco Vitale, Alessandra Bassini, Paola Secchiero, Prisco Mirandola, Cristina Ponti, Loris Zamai, Adriana R. Mariani, Mirella Falconi, Giacomo Azzali

Journal:

The Anatomical Record Advances in Integrative Anatomy and Evolutionary Biology

Year:

2002

Language:

english

File:

PDF, 1.12 MB

english, 2002

27

The symptom interval in children and adolescents with soft tissue sarcomas

Andrea Ferrari, Rosalba Miceli, Michela Casanova, Cristina Meazza, Francesca Favini, Roberto Luksch, Serena Catania, Marco Fiore, Carlo Morosi, Luigi Mariani

Journal:

Year:

2010

Language:

english

File:

PDF, 185 KB

english, 2010

28

An explicitly solvable multi-scale stochastic volatility model: Option pricing and calibration problems

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

Journal:

Journal of Futures Markets

Year:

2009

Language:

english

File:

PDF, 457 KB

english, 2009

29

Subcellular localization of the BRCA1 gene product in mitotic cells

Lavinia Vittoria Lotti, Laura Ottini, Cristina D'Amico, Roberto Gradini, Alessandro Cama, Francesca Belleudi, Luigi Frati, Maria Rosaria Torrisi, Renato Mariani-Costantini

Journal:

Genes, Chromosomes and Cancer

Year:

2002

Language:

english

File:

PDF, 1.61 MB

english, 2002

30

A novel deletion in exon 15 of the adenomatous polyposis coli gene in an Italian kindred

Alessandro Cama, Raffaele Palmirotta, Diana Esposito, Maria Cristina Curia, Annalisa Ranieri, Ferdinando Ficari, Rosa Valanzano, Pasquale Battista, Luigi Frati, Francesco Tonelli, Renato Mariani-Costa

Journal:

Year:

1994

Language:

english

File:

PDF, 399 KB

english, 1994

31

Multiplex PCR analysis and genotype–phenotype correlations of frequent APC mutations

Alessandro Cama, Raffaele Palmirotta, Maria Cristina Curia, Diana L. Esposito, Annalisa Ranieri, Ferdinando Ficari, Rosa Valanzano, Pasquale Battista, Andrea Modesti, Francesco Tonelli, Renato Mariani

Journal:

Year:

1995

Language:

english

File:

PDF, 1.06 MB

english, 1995

32

Combined use of MLPA and nonfluorescent multiplex PCR analysis by high performance liquid chromatography for the detection of genomic rearrangements

Laura De Lellis, Maria Cristina Curia, Teresa Catalano, Simona De Toffol, Chiara Bassi, Cristina Mareni, Lucio Bertario, Pasquale Battista, Renato Mariani-Costantini, Paolo Radice, Alessandro Cama

Journal:

Year:

2006

Language:

english

File:

PDF, 372 KB

english, 2006

33

Influence of poly(ADP ribose) polymerase depletion on promotion of liver carcinogenesis

Carmelo F. Cesarone, Hisanori Suzuki, Anna I. Scovassi, Linda Scarabelli, Raffaella Izzo, Paolo Giannoni, Cristina Mariani, Masanao Miwa, Mauro Orunesu, Umberto Bertazzoni

Journal:

Molecular Carcinogenesis

Year:

1992

Language:

english

File:

PDF, 723 KB

english, 1992

34

Some results on the forced pendulum equation

Pablo Amster, María Cristina Mariani

Journal:

Nonlinear Analysis: Theory, Methods & Applications

Year:

2008

Language:

english

File:

PDF, 195 KB

english, 2008

35

Long correlations and truncated Levy walks applied to the study Latin-American market indices

Sebastian Jaroszewicz, M. Cristina Mariani, Marta Ferraro

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2005

Language:

english

File:

PDF, 409 KB

english, 2005

36

Analysis of intermittence, scale invariance and characteristic scales in the behavior of major indices near a crash

Marta Ferraro, Nicolas Furman, Yang Liu, Cristina Mariani, Diego Rial

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2006

Language:

english

File:

PDF, 200 KB

english, 2006

37

A new analysis of intermittence, scale invariance and characteristic scales applied to the behavior of financial indices near a crash

Maria Cristina Mariani, Yang Liu

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2006

Language:

english

File:

PDF, 682 KB

english, 2006

38

Antibiotics GE23077, novel inhibitors of bacterial RNA polymerase. Part 3: Chemical derivatization

Riccardo Mariani, Giorgio Granata, Sonia I. Maffioli, Stefania Serina, Cristina Brunati, Margherita Sosio, Alessandra Marazzi, Alfredo Vannini, Dinesh Patel, Richard White, Romeo Ciabatti

Journal:

Bioorganic & Medicinal Chemistry Letters

Year:

2005

Language:

english

File:

PDF, 265 KB

english, 2005

39

Frontal polymerization as a new method for developing drug controlled release systems (DCRS) based on polyacrylamide

Elisabetta Gavini, Alberto Mariani, Giovanna Rassu, Simone Bidali, Gianpiera Spada, Maria Cristina Bonferoni, Paolo Giunchedi

Journal:

European Polymer Journal

Year:

2009

Language:

english

File:

PDF, 709 KB

english, 2009

40

Oscillating solutions of a nonlinear fourth order ordinary differential equation

Pablo Amster, María Cristina Mariani

Journal:

Journal of Mathematical Analysis and Applications

Year:

2007

Language:

english

File:

PDF, 130 KB

english, 2007

41

Flavonoid characterization and in vitro antioxidant activity of Aconitum anthora L. (Ranunculaceae)

Cristina Mariani, Alessandra Braca, Sara Vitalini, Nunziatina De Tommasi, Francesco Visioli, Gelsomina Fico

Journal:

Year:

2008

Language:

english

File:

PDF, 880 KB

english, 2008

42

Mountain pass solutions to equations of p-Laplacian type

Pablo De Nápoli, Marı́a Cristina Mariani

Journal:

Nonlinear Analysis: Theory, Methods & Applications

Year:

2003

Language:

english

File:

PDF, 146 KB

english, 2003

43

Early inflammatory markers in elicitation of allergic contact dermatitis

Andrea Martín, Norberto Gallino, Julio Gagliardi, Susana Ortiz, Alejandro Ruiz Lascano, Ana Diller, María Cristina Daraio, Adrián Kahn, Ana Lía Mariani, Horacio Marcelo Serra

Journal:

BMC Dermatology

Year:

2002

Language:

english

File:

PDF, 2.94 MB

english, 2002

44

A charge selectivity impairment in protein permselectivity is present in type 2 diabetes

S. Morano, P. Pietravalle, M. G. Rossi, G. Mariani, G. Cristina, F. Medici, M. Sensi, D. Andreani, U. Mario

Journal:

Acta Diabetologica

Year:

1993

Language:

english

File:

PDF, 537 KB

english, 1993

45

A Dirichlet problem for an H-system with variable H

Enrique Lami Dozo, María Cristina Mariani

Journal:

manuscripta mathematica

Year:

1993

Language:

english

File:

PDF, 415 KB

english, 1993

46

11C-methionine PET/CT in99mTc-sestamibi-negative hyperparathyroidism in patients with renal failure on chronic haemodialysis

Domenico Rubello, Stefano Fanti, Cristina Nanni, Mohsen Farsad, Paolo Castellucci, Stefano Boschi, Roberto Franchi, Giuliano Mariani, Lorraine M. Fig, Milton D. Gross

Journal:

European Journal of Nuclear Medicine and Molecular Imaging

Year:

2006

Language:

english

File:

PDF, 344 KB

english, 2006

47

Recombinant human TSH and ablation of post-surgical thyroid remnants in differentiated thyroid cancer: the effect of pre-treatment with furosemide and furosemide plus lithium

Daniele Barbaro, Mariano Grosso, Giuseppe Boni, Paola Lapi, Cristina Pasquini, Paola Orsini, Anna Turco, Giuseppe Meucci, Maria Cristina Marzola, Piero Berti, Paolo Miccoli, Giuliano Mariani, Domenico

Journal:

European Journal of Nuclear Medicine and Molecular Imaging

Year:

2010

Language:

english

File:

PDF, 182 KB

english, 2010

48

Haemochromatosis in patients with β-thalassaemia trait

Alberto Piperno, Raffaella Mariani, Cristina Arosio, Anna Vergani, Sandra Bosio, Silvia Fargion, Maurizio Sampietro, Domenico Girelli, Mirella Fraquelli, Dario Conte, Gemino Fiorelli, Clara Camaschell

Journal:

British Journal of Haematology

Year:

2000

Language:

english

File:

PDF, 162 KB

english, 2000

49

The Analysis of Real Data Using a Multiscale Stochastic Volatility Model

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

Journal:

European Financial Management

Year:

2012

Language:

english

File:

PDF, 685 KB

english, 2012

50

Early life history of the Mediterranean gorgonian Paramuricea clavata: implications for population dynamics

Cristina Linares, Rafel Coma, Simone Mariani, David Díaz, Bernat Hereu, Mikel Zabala

Journal:

Invertebrate Biology

Year:

2008

Language:

english

File:

PDF, 670 KB

english, 2008