Marina Marena: search on Z-Library

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1

Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets

Gianluca Fusai, Marina Marena, Andrea Roncoroni

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 285 KB

english, 2008

2

Pricing Discretely Monitored Asian Options by Maturity Randomization

Fusai, Gianluca, Marazzina, Daniele, Marena, Marina

Journal:

SIAM Journal on Financial Mathematics

Year:

2011

Language:

english

File:

PDF, 379 KB

english, 2011

3

Copulae as a new tool in financial modelling

Elisa Luciano, Marina Marena

Journal:

Operational Research

Year:

2002

Language:

english

File:

PDF, 831 KB

english, 2002

4

[IEEE Distributed Processing Symposium (IPDPS) - Miami, FL, USA (2008.04.14-2008.04.18)] 2008 IEEE International Symposium on Parallel and Distributed Processing - Option pricing, maturity randomization and grid computing

Marena, Marina, Marazzina, Daniele, Fusai, Gianluca

Year:

2008

Language:

english

File:

PDF, 234 KB

english, 2008

5

Z -Transform and preconditioning techniques for option pricing

Fusai, Gianluca, Marazzina, Daniele, Marena, Marina, Ng, Michael

Journal:

Quantitative Finance

Year:

2012

Language:

english

File:

PDF, 240 KB

english, 2012

6

Un metodo di valutazione di un portafoglio assicurativo vita

Renato Camillo, Marina Marena

Journal:

Decisions in Economics and Finance

Year:

1994

Language:

italian

File:

PDF, 728 KB

italian, 1994

7

Effects of 3′-hydroxyfarrerol (IdB 1031), a novel flavonoid agent, on phagocyte products

Federica Meloni, Piercarla Ballabio, Marina Gorrini, Mara De Amici, Carlo Marena, Salvatore Malandrino, Maurizio Luisetti

Journal:

Year:

1995

Language:

english

File:

PDF, 503 KB

english, 1995

8

A note on Marked Point Processes and multivariate subordination

Jevtić, Petar, Marena, Marina, Semeraro, Patrizia

Journal:

Statistics & Probability Letters

Year:

2017

Language:

english

File:

PDF, 415 KB

english, 2017

9

MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS

Marena, Marina, Romeo, Andrea, Semeraro, Patrizia

Journal:

International Journal of Theoretical and Applied Finance

Year:

2018

Language:

english

File:

PDF, 13.02 MB

english, 2018

10

Dependence calibration and portfolio fit with factor-based subordinators

Luciano, Elisa, Marena, Marina, Semeraro, Patrizia

Journal:

Quantitative Finance

Year:

2016

Language:

english

File:

PDF, 535 KB

english, 2016

11

Copulae as a New Tool in Financial Modelling

Luciano, Elisa, Marena, Marina

Journal:

SSRN Electronic Journal

Year:

2002

Language:

english

File:

PDF, 80 KB

english, 2002

12

Option pricing, maturity randomization and distributed computing

Gianluca Fusai, Daniele Marazzina, Marina Marena

Journal:

Parallel Computing

Year:

2010

Language:

english

File:

PDF, 353 KB

english, 2010

13

Multivariate Marked Poisson Processes and Market Related Multidimensional Information Flows

Jevtic, Petar, Marena, Marina, Semeraro, Patrizia

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 567 KB

english, 2017

14

In silico analysis of the antimicrobial activity of phytochemicals: towards a technological breakthrough

Rampone, Salvatore, Pagliarulo, Caterina, Marena, Chiara, Orsillo, Antonello, Iannaccone, Margherita, Trionfo, Carmela, Sateriale, Daniela, Paolucci, Marina

Journal:

Computer Methods and Programs in Biomedicine

Year:

2020

File:

PDF, 2.37 MB

2020

15

Vaccination coverage and mortality after splenectomy: results from an Italian single-centre study

Di Sabatino, Antonio, Lenti, Marco Vincenzo, Tinozzi, Francesco Paolo, Lanave, Marina, Aquino, Ivana, Klersy, Catherine, Marone, Piero, Marena, Carlo, Pietrabissa, Andrea, Corazza, Gino Roberto

Journal:

Internal and Emergency Medicine

Year:

2017

Language:

english

File:

PDF, 431 KB

english, 2017

16

Portfolio Value at Risk Bounds

Elisa Luciano, Marina Marena

Journal:

International Transactions in Operational Research

Year:

2002

Language:

english

File:

PDF, 161 KB

english, 2002

17

Multivariate Marked Poisson Processes and Market Related Multidimensional Information Flows

Jevtic, Petar, Marena, Marina, Semeraro, Patrizia

Journal:

International Journal of Theoretical and Applied Finance

Year:

2018

Language:

english

File:

PDF, 781 KB

english, 2018

18

Asian Options with Jumps

Marena, Marina, Roncoroni, Andrea, Fusai, Gianluca

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 196 KB

english, 2013

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