T. Zirilli: search on Z-Library

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1

Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory

Francesca Mariani, Graziella Pacelli, Francesco Zirilli

Journal:

Optimization Letters

Year:

2008

Language:

english

File:

PDF, 798 KB

english, 2008

2

A numerical method to price European derivatives based on the one factor LIBOR Market Model of interest rates

Luca Vincenzo Ballestra, Graziella Pacelli, Francesco Zirilli

Journal:

Nonlinear Analysis Hybrid Systems

Year:

2008

Language:

english

File:

PDF, 562 KB

english, 2008

3

A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model

Luca Vincenzo Ballestra, Graziella Pacelli, Francesco Zirilli

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 236 KB

english, 2007

4

A method for computing the transition probability density associated with a multifactor Cox–Ingersoll–Ross model of the term structure of interest rates with no drift term

Lorella Fatone, Graziella Pacelli, Maria Cristina Recchioni, Francesco Zirilli

Journal:

Nonlinear Analysis Hybrid Systems

Year:

2008

Language:

english

File:

PDF, 1.14 MB

english, 2008

5

An inverse problem for the three dimensional vector helmholtz equation for a perfectly conducting obstacle

Pierluigi Maponi, Luciano Misici, Francesco Zirilli

Journal:

Computers & Mathematics with Applications

Year:

1991

Language:

english

File:

PDF, 597 KB

english, 1991

6

Backside failure analysis case study: Implementation of innovative Local Backside Deprocessing technique

A. Laroche, P. Rousseille, T. Zirilli

Journal:

Microelectronics Reliability

Year:

2011

Language:

english

File:

PDF, 1.32 MB

english, 2011

7

Backside failure analysis application of light scattering for active silicon defect detection

M. Castignolles, S. Alves, P. Rousseille, T. Zirilli

Journal:

Microelectronics Reliability

Year:

2012

Language:

english

File:

PDF, 1.29 MB

english, 2012

8

A collocation finite element-finite difference solution for developing isothermal flow between two parallel plates

F. Zirilli, R.A. Wirtz

Journal:

Computers & Fluids

Year:

1983

Language:

english

File:

PDF, 707 KB

english, 1983

9

An inexact continuous method in complementarity problems

F. Aluffi-Pentini, V. Parisi, F. Zirilli

Journal:

Annual Review in Automatic Programming

Year:

1985

Language:

english

File:

PDF, 574 KB

english, 1985

10

Boundary layers and non-linear vibrations in an axially moving beam

Francesco Pellicano, Francesco Zirilli

Journal:

International Journal of Non-Linear Mechanics

Year:

1998

Language:

english

File:

PDF, 1.51 MB

english, 1998

11

Global optimization and stochastic differential equations

F. Aluffi-Pentini, V. Parisi, F. Zirilli

Journal:

Journal of Optimization Theory and Applications

Year:

1985

Language:

english

File:

PDF, 719 KB

english, 1985

12

An existence theorem for multimeron solutions to classical Yang-Mills field equations

T. Jonsson, O. McBryan, F. Zirilli, J. Hubbard

Journal:

Communications in Mathematical Physics

Year:

1979

Language:

english

File:

PDF, 691 KB

english, 1979

13

Probabilistic Analysis of Failures in Power Transmission Networks and Phase Transitions: Study

A. Farina, A. Graziano, F. Mariani, F. Zirilli

Journal:

Journal of Optimization Theory and Applications

Year:

2008

Language:

english

File:

PDF, 776 KB

english, 2008

14

Three-dimensional time harmonic electromagnetic inverse scattering: The reconstruction of the shape and the impedance of an obstacle

P. Maponi, M.C. Recchioni, F. Zirilli

Journal:

Computers & Mathematics with Applications

Year:

1996

Language:

english

File:

PDF, 347 KB

english, 1996

15

Use of perturbation methods in the problem of radar detection against a K-clutter background

De Angelis, R., Farina, A., Zirilli, F.

Journal:

IEE Proceedings - Radar Sonar and Navigation

Year:

1995

Language:

english

File:

PDF, 717 KB

english, 1995

16

Menarcheal timing in intensively treated girls with type 1 diabetes mellitus

Fortunato Lombardo, Giuseppina Salzano, Giuseppe Crisafulli, Mariella Valenzise, Giuseppina Zirilli, Valeria Manzo, Tommaso Aversa, Filippo De Luca

Journal:

Nutrition, Metabolism and Cardiovascular Diseases

Year:

2009

Language:

english

File:

PDF, 112 KB

english, 2009

17

The Numerical Solution of an Inverse Problem for a Class of One-Dimensional Diffusion Equations with Piecewise Constant Coefficients

Giordana, Claudia, Mochi, Marina, Zirilli, Francesco

Journal:

SIAM Journal on Applied Mathematics

Year:

1992

Language:

english

File:

PDF, 1.07 MB

english, 1992

18

Asymptotic Expansion of the Waiting Time Distribution of Two Models of a Closed Processor-Sharing System: Heavy Usage

Barbagallo, Roberto, Mochi, Marina, Zirilli, Francesco

Journal:

SIAM Journal on Applied Mathematics

Year:

1994

Language:

english

File:

PDF, 1.70 MB

english, 1994

19

Tartaglia-Pascal’s triangle: a historical perspective with applications

Farina, A., Giompapa, S., Graziano, A., Liburdi, A., Ravanelli, M., Zirilli, F.

Journal:

Signal, Image and Video Processing

Year:

2013

Language:

english

File:

PDF, 1016 KB

english, 2013

20

The Numerical Solution of an Inverse Problem for a Class of One-Dimensional Diffusion Equations with Piecewise Constant Coefficients

Claudia Giordana, Marina Mochi and Francesco Zirilli

Journal:

SIAM Journal on Applied Mathematics

Year:

1992

Language:

english

File:

PDF, 281 KB

english, 1992

21

A hybrid method for pricing European options based on multiple assets with transaction costs

Pacelli, Graziella, Recchioni, Maria Cristina, Zirilli, Francesco

Journal:

Applied Mathematical Finance

Year:

1999

Language:

english

File:

PDF, 453 KB

english, 1999

22

A new formalism for time-dependent wave scattering from a bounded obstacle

Mecocci, Eleonora, Misici, Luciano, Recchioni, Maria C., Zirilli, Francesco

Journal:

The Journal of the Acoustical Society of America

Year:

2000

Language:

english

File:

PDF, 306 KB

english, 2000

23

Asymptotic Expansion of the Waiting Time Distribution of Two Models of a Closed Processor-Sharing System: Heavy Usage

Roberto Barbagallo, Marina Mochi and Francesco Zirilli

Journal:

SIAM Journal on Applied Mathematics

Year:

1994

Language:

english

File:

PDF, 1.42 MB

english, 1994

24

A global optimization algorithm using stochastic differential equations

Aluffi-Pentini, Filippo, Parisi, Valerio, Zirilli, Francesco

Journal:

ACM Transactions on Mathematical Software

Year:

1988

Language:

english

File:

PDF, 1.41 MB

english, 1988

25

Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds

Fatone, L., Mariani, F., Recchioni, M. C., Zirilli, F.

Journal:

Journal of Inverse and Ill-Posed Problems

Year:

2007

Language:

english

File:

PDF, 1.03 MB

english, 2007

26

A Stochastic Cobweb Dynamical Model

Brianzoni, Serena, Mammana, Cristiana, Michetti, Elisabetta, Zirilli, Francesco

Journal:

Discrete Dynamics in Nature and Society

Year:

2008

Language:

english

File:

PDF, 741 KB

english, 2008

27

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

28

Subclinical hypothyroidism in children: is it always subclinical?

Gallizzi, R., Crisafulli, C., Aversa, T., Salzano, G., De Luca, F., Valenzise, M., Zirilli, G.

Journal:

Italian Journal of Pediatrics

Year:

2018

Language:

english

File:

PDF, 350 KB

english, 2018

29

Thyroid function test evolution in children with Hashimoto’s thyroiditis is closely conditioned by the biochemical picture at diagnosis

Crisafulli, Giuseppe, Gallizzi, Romina, Aversa, Tommaso, Salzano, Giuseppina, Valenzise, Mariella, Wasniewska, Malgorzata, De Luca, Filippo, Zirilli, Giuseppina

Journal:

Italian Journal of Pediatrics

Year:

2018

Language:

english

File:

PDF, 517 KB

english, 2018

30

The behaviour of wine consumers towards organic wine: a statistical analysis through the non-parametric combination test

Lanfranchi, Maurizio, Zirilli, Agata, Alibrandi, Angela, Giannetto, Carlo

Journal:

International Journal of Wine Business Research

Year:

2020

File:

PDF, 294 KB

2020

31

Adaptive steering of a containership based on neural networks

A. Zirilli, G. N. Roberts, A. Tiano, R. Sutton

Journal:

International Journal of Adaptive Control and Signal Processing

Year:

2000

Language:

english

File:

PDF, 271 KB

english, 2000

32

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

33

Experimental anaesthesiologic protocol for porto-intracaval shunt for liver total vascular exclusion: Preliminary study in the rabbit

Marinella Astuto, Massimiliano Sorbello, Vanessa Zirilli, Mario Russo, Gaetano La Greca, Antonio Di Cataldo

Journal:

Year:

2001

File:

PDF, 99 KB

2001

34

A quadratically convergent method for linear programming

Stefano Herzel, Maria Cristina Recchioni, Francesco Zirilli

Journal:

Linear Algebra and its Applications

Year:

1991

Language:

english

File:

PDF, 1.54 MB

english, 1991

35

On some nonlinear boundary value problem on the poincaré disc with discontinuous data—II

Garth Baker, Graziella Pacelli, Francesco Zirilli

Journal:

Nonlinear Analysis: Theory, Methods & Applications

Year:

1986

Language:

english

File:

PDF, 574 KB

english, 1986

36

On some nonlinear boundary value problem on the poincaré disc with disc with discontinuous data—I

Cristiana Mammana, Francesco Zirilli

Journal:

Nonlinear Analysis: Theory, Methods & Applications

Year:

1986

Language:

english

File:

PDF, 392 KB

english, 1986

37

On the identification of non-linear models of unmanned underwater vehicles

P. Ridao, A. Tiano, A. El-Fakdi, M. Carreras, A. Zirilli

Journal:

Control Engineering Practice

Year:

2004

Language:

english

File:

PDF, 1013 KB

english, 2004

38

Acute intoxication with orphenadrine and clozapine

Nadia Fucci, Barbara Romano, Arianna Zirilli

Journal:

Forensic Science International

Year:

2001

Language:

english

File:

PDF, 90 KB

english, 2001

39

Intelligent ship autopilots––A historical perspective

G.N. Roberts, R. Sutton, A. Zirilli, A. Tiano

Journal:

Year:

2003

Language:

english

File:

PDF, 111 KB

english, 2003

40

"Endocrine NAFLD": a hormonocentric perspective of Non-Alcoholic Liver Disease (NAFLD) pathogenesis in HIV-infected patients

C Stentarelli, S Zona, V Rochira, G Caffagni, L Zirilli, S Ballestri, A Lonardo, R D'Amico, N Squillace, G Orlando, P Loria, G Guaraldi

Journal:

Journal of the International AIDS Society

Year:

2008

Language:

english

File:

PDF, 103 KB

english, 2008

41

At the end of a two-year follow-up elevated TSH levels normalize or remain unchanged in most the children with subclinical hypothyroidism

Filippo De Luca, Malgorzata Wasniewska, Giuseppina Zirilli, Tommaso Aversa, Teresa Arrigo

Journal:

Italian Journal of Pediatrics

Year:

2010

Language:

english

File:

PDF, 190 KB

english, 2010

42

Severe polyuria and polydipsia in hyponatremic-hypertensive syndrome associated with Wilms tumor

Paolo D'Angelo, Serena Catania, Giusy Zirilli, Paola Collini, Serena Tropia, Daniela Perotti, Monica Terenziani, Filippo Spreafico

Journal:

Pediatric Blood & Cancer

Year:

2010

Language:

english

File:

PDF, 213 KB

english, 2010

43

Bifurcation theory and order of phase transition for proximity effect sandwiches

A. M. Cucolo, S. Pace, F. Zirilli

Journal:

Journal of Low Temperature Physics

Year:

1978

Language:

english

File:

PDF, 730 KB

english, 1978

44

Case report 487

Beverly M. Genez, Victor L. Zirilli, Alan E. Schlesinger, Elizabeth A. Harden, Kim D. Murphy, Randall F. Dryer

Journal:

Skeletal Radiology

Year:

1988

Language:

english

File:

PDF, 1.20 MB

english, 1988

45

The inverse gravimetry problem: An application to the northern San Francisco craton granite

L. Misici, F. Zirilli

Journal:

Journal of Optimization Theory and Applications

Year:

1989

Language:

english

File:

PDF, 484 KB

english, 1989

46

Inverse problem for a class of one-dimensional wave equations with piecewise constant coefficients

A. Bartoloni, C. Lodovici, F. Zirilli

Journal:

Journal of Optimization Theory and Applications

Year:

1993

Language:

english

File:

PDF, 891 KB

english, 1993

47

Scattering states and bound states in λ℘(φ)2

Thomas Spencer, Francesco Zirilli

Journal:

Communications in Mathematical Physics

Year:

1976

Language:

english

File:

PDF, 874 KB

english, 1976

48

A parallel global optimization algorithm inspired by quantum physics

F. Aluffi-Pentini, V. Parisi, F. Zirilli

Journal:

Year:

1988

Language:

english

File:

PDF, 304 KB

english, 1988

49

On the time-dependent harmonic oscillator

E. Salusti, F. Zirilli

Journal:

Lettere Al Nuovo Cimento Series 2

Year:

1970

Language:

english

File:

PDF, 139 KB

english, 1970

50

The use of a syncytium model of the crystalline lens of the eye as a new tool to study the light flashes phenomenon seen by astronauts

Giampietro Nurzia, Renato Scrimaglio, Bruno Spataro, Francesco Zirilli

Journal:

Radiation and Environmental Biophysics

Year:

2006

Language:

english

File:

PDF, 1.98 MB

english, 2006

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