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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

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

3

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

4

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

5

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

6

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

7

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

8

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

9

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

10

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

11

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

12

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

13

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

14

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

15

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

16

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

17

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

18

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

19

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

20

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

21

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

22

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

23

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

24

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

25

Correlations between Phenotype and Microsatellite Instability in HNPCC: Implications for Genetic Testing

Raffaele Palmirotta, Sabino Matera, Maria Cristina Curia, Gitana Aceto, Bassam el Zhobi, Fabio Verginelli, Fiorella Guadagni, Vincenzo Casale, Vittoria Stigliano, Luca Messerini, Renato Mariani-Costan

Journal:

Familial Cancer

Year:

2004

Language:

english

File:

PDF, 78 KB

english, 2004

26

Left Ventricular Function in Normotensive Young Adults With Well-Controlled Type 1 Diabetes Mellitus

Andrea Di Cori, Vitantonio Di Bello, Roberto Miccoli, Enrica Talini, Caterina Palagi, Maria Grazia Delle Donne, Giuseppe Penno, Carmela Nardi, Cristina Bianchi, Mario Mariani, Stefano Del Prato, Alber

Journal:

The American Journal of Cardiology

Year:

2007

Language:

english

File:

PDF, 519 KB

english, 2007

27

Normalized truncated Levy walk applied to flexible pavement performance

Maria Cristina Mariani, Alessandra Bianchini, Paola Bandini

Journal:

Transportation Research Part C: Emerging Technologies

Year:

2012

Language:

english

File:

PDF, 463 KB

english, 2012

28

Mutations in the HFE Gene and Their Interaction with Exogenous Risk Factors in Hepatocellular Carcinoma

Silvia Fargion, Maria Antonietta Stazi, Anna Ludovica Fracanzani, Michela Mattioli, Maurizio Sampietro, Dario Tavazzi, Cristina Bertelli, Valeria Patriarca, Chiara Mariani, Gemino Fiorelli

Journal:

Blood Cells, Molecules, and Diseases

Year:

2001

Language:

english

File:

PDF, 50 KB

english, 2001

29

Early impairment of left ventricular function in hypercholesterolemia and its reversibility after short term treatment with rosuvastatin: A preliminary echocardiographic study

Enrica Talini, Vitantonio Di Bello, Cristina Bianchi, Caterina Palagi, Maria Grazia Delle Donne, Giuseppe Penno, Carmela Nardi, Maria Laura Canale, Stefano Del Prato, Mario Mariani, Roberto Miccoli

Journal:

Atherosclerosis

Year:

2008

Language:

english

File:

PDF, 223 KB

english, 2008

30

Role of deregulation of the APC-WNT-beta catenin signaling and microsatellite instability in hepatic carcinogenesis. Preliminary results in a series of 20 sporadic hepatoblastomas and 11 non virus-related hepatocellular carcinomas

Michele Zuckermann, Massimo Pinzani, Maria Cristina Curia, C. Salini, G. Aceto, T. Catalano, P. Battista, G. Giuseppina, A. Cama, R. Mariani-Costantini, F. Cetta

Journal:

Journal of Hepatology

Year:

2002

Language:

english

File:

PDF, 176 KB

english, 2002

31

Parallel option pricing on GPU: barrier options and realized variance options

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

Journal:

The Journal of Supercomputing

Year:

2012

Language:

english

File:

PDF, 810 KB

english, 2012

32

Cellular response and anti-HBs synthesis in vitro after vaccination with yeast-derived recombinant hepatitis vaccine

Alberto Degrassi, Erminia Mariani, Maria Cristina Honorati, Patrizia Roda, Rita Miniero, Maurizio Capelli, Andrea Facchini

Journal:

Year:

1992

Language:

english

File:

PDF, 561 KB

english, 1992

33

Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour, using filtering and maximum likelihood

Capelli, Paolo, Mariani, Francesca, Recchioni, Maria Cristina, Spinelli, Fabio, Zirilli, Francesco

Journal:

Inverse Problems in Science and Engineering

Year:

2010

Language:

english

File:

PDF, 1008 KB

english, 2010

34

Gemcitabine-oxaliplatin (GEMOX) as salvage treatment in pretreated epithelial ovarian cancer patients

Vici, Patrizia, Sergi, Domenico, Pizzuti, Laura, Mariani, Luciano, Arena, Maria, Barba, Maddalena, Maugeri-Saccà, Marcello, Vincenzoni, Cristina, Vizza, Enrico, Corrado, Giacomo, Paoletti, Giancarlo,

Journal:

Journal of Experimental & Clinical Cancer Research

Year:

2013

Language:

english

File:

PDF, 212 KB

english, 2013

35

Holt-Oram syndrome with intermediate atrioventricular canal defect, and aortic coarctation: Functional characterization of a de novo TBX5 mutation

Baban, Anwar, Pitto, Letizia, Pulignani, Silvia, Cresci, Monica, Mariani, Laura, Gambacciani, Carolina, Digilio, Maria Cristina, Pongiglione, Giacomo, Albanese, Sonia

Journal:

American Journal of Medical Genetics Part A

Year:

2014

Language:

english

File:

PDF, 330 KB

english, 2014

36

A study of Italian pediatric celiac disease patients confirms that the primary HLA association is to the DQ(α1∗0501, β1∗0201) heterodimer

Mazzilli, Maria Cristina, Ferrante, Paola, Mariani, Paolo, Martone, Emma, Petronzelli, Fiorella, Triglione, Paola, Bonamico, Margherita

Journal:

Human Immunology

Year:

1992

Language:

english

File:

PDF, 508 KB

english, 1992

37

The use of the Pontryagin maximum principle in a furtivity problem in time-dependent acoustic obstacle scattering

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

Journal:

Waves in Random Media

Year:

2001

Language:

english

File:

PDF, 466 KB

english, 2001

38

Monoclonal Antibodies to a Soluble Metallic Radioisotope Chelator: Development and Characterization

MARIANI, MASSIMO, BARTOLAZZI, ARMANDO, CAMAGNA, MARIA, PARISI, ANNA, TARDITI, LAURA, VASSAROTTO, CRISTINA, NATALI, PIER GIORGIO

Journal:

Year:

1991

Language:

english

File:

PDF, 1.08 MB

english, 1991

39

Osseous resective surgery with and without fibre retention technique in the treatment of shallow intrabony defects: a split-mouth randomized clinical trial

Aimetti, Mario, Mariani, Giulia Maria, Ferrarotti, Francesco, Ercoli, Elena, Audagna, Martina, Bignardi, Cristina, Romano, Federica

Journal:

Journal of Clinical Periodontology

Year:

2015

Language:

english

File:

PDF, 209 KB

english, 2015

40

LOCAL EXISTENCE OF SOLUTIONS TO THE TRANSIENT QUANTUM HYDRODYNAMIC EQUATIONS

JÜNGEL, ANSGAR, MARIANI, MARIA CRISTINA, RIAL, DIEGO

Journal:

Mathematical Models and Methods in Applied Sciences

Year:

2002

Language:

english

File:

PDF, 218 KB

english, 2002

41

A Randomized Study on 1-Week Versus 4-Week Prophylaxis for Venous Thromboembolism After Laparoscopic Surgery for Colorectal Cancer

Vedovati, Maria Cristina, Becattini, Cecilia, Rondelli, Fabio, Boncompagni, Michela, Camporese, Giuseppe, Balzarotti, Ruben, Mariani, Enrico, Flamini, Otello, Pucciarelli, Salvatore, Donini, Annibale,

Journal:

Annals of Surgery

Year:

2014

Language:

english

File:

PDF, 149 KB

english, 2014

42

A PERTURBATIVE APPROACH TO ACOUSTIC SCATTERING FROM A VIBRATING BOUNDED OBSTACLE

MARIANI, FRANCESCA, RECCHIONI, MARIA CRISTINA, ZIRILLI, FRANCESCO

Journal:

Journal of Computational Acoustics

Year:

2002

Language:

english

File:

PDF, 1.21 MB

english, 2002

43

Iron Accumulation in Chronic Hepatitis C

Corengia, Chiara, Galimberti, Stefania, Bovo, Giorgio, Vergani, Anna, Arosio, Cristina, Mariani, Raffaella, Redaelli, Alessandro, Riva, Alessia, Cestari, Cristina, Pozzi, Massimo, Valsecchi, Maria Gra

Journal:

American Journal of Clinical Pathology

Year:

2005

Language:

english

File:

PDF, 198 KB

english, 2005

44

Solutions of nonlinear elliptic equations in unbounded Lipschitz domains

Amster, Pablo, Mariani, María-Cristina, Méndez, Osvaldo

Journal:

Forum Mathematicum

Year:

2007

Language:

english

File:

PDF, 128 KB

english, 2007

45

The use of statistical tests to calibrate the normal SABR model

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

Journal:

Journal of Inverse and Ill-Posed Problems

Year:

2013

Language:

english

File:

PDF, 322 KB

english, 2013

46

Genetic Analysis of Italian Patients with Congenital Hyperinsulinism of Infancy

Sogno Valin, Paola, Proverbio, Maria Carla, Diceglie, Cecilia, Gessi, Alessandra, di Candia, Stefania, Mariani, Benedetta, Zamproni, Ilaria, Mangano, Eleonora, Asselta, Rosanna, Battaglia, Cristina, C

Journal:

Hormone Research in Paediatrics

Year:

2013

Language:

english

File:

PDF, 456 KB

english, 2013

47

Influence of different frequencies of transcutaneous electrical nerve stimulation on the threshold and pain intensity in young subjects

Gomes, Adriana de Oliveira, Silvestre, Ana Caroline, Silva, Cristina Ferreira da, Gomes, Mariany Ribeiro, Bonfleur, Maria Lúcia, Bertolini, Gladson Ricardo Flor

Journal:

Einstein (São Paulo)

Year:

2014

File:

PDF, 226 KB

2014

48

Novel mutations and inactivation of both alleles of the APC gene in desmoid tumors

Paimirotta, Raffaele, Curia, Maria Cristina, Esposito, Diana L., Vaianzano, Rosa, Messerini, Luca, Ficari, Ferdinando, Brandi, Maria Luisa, Tonelli, Francesco, Mariani-Costantini, Renato, Battista, Pa

Journal:

Human Molecular Genetics

Year:

1995

Language:

english

File:

PDF, 1.49 MB

english, 1995

49

Association of the DSS1 c.143G>A Polymorphism with Skin Squamous Cell Carcinoma

Venza, Mario, Catalano, Teresa, Visalli, Maria, Venza, Isabella, Lentini, Maria, Curia, Maria Cristina, Mariani-Costantini, Renato, Teti, Diana

Journal:

The Journal of Investigative Dermatology

Year:

2010

Language:

english

File:

PDF, 742 KB

english, 2010

50

Microcrustaceans: biological models to evaluate a remediation process of glyphosate-based formulations

Reno, Ulises, Gutierrez, María Florencia, Longo, Melisa, Vidal, Eduardo, Regaldo, Luciana, Negro, Antonio, Mariani, Melisa, Zalazar, Cristina, Gagneten, Ana María

Journal:

Water, Air & Soil Pollution

Year:

2015

Language:

english

File:

PDF, 1.14 MB

english, 2015