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Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices : an application of nonlinear filtering theory
Mariani, Francesca; Pacelli, Graziella; Zirilli, Francesco - In: Optimization letters 2 (2008) 2, pp. 177-222
Persistent link: https://www.econbiz.de/10003687162
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A pertubative formula to price barrier options with time-dependent parameters in the black and scholes world
Fatone, Lorella; Recchioni, Maria Cristina; Zirilli, … - In: Journal of risk 10 (2007/08) 2, pp. 131-146
Persistent link: https://www.econbiz.de/10003643672
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Merton's portfolio problem including market frictions : a closed-form formula supporting the shadow price approach
Mariani, Francesca; Recchioni, Maria Cristina; Ciommi, … - In: European journal of operational research : EJOR 275 (2019) 3, pp. 1178-1189
Persistent link: https://www.econbiz.de/10011993680
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A tail-revisited Markowitz mean-variance approach and a portfolio network centrality
Mariani, Francesca; Polinesi, Gloria; Recchioni, Maria … - In: Computational management science 19 (2022) 3, pp. 425-455
Persistent link: https://www.econbiz.de/10013429133
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Longevity-risk-adjusted global age as a measure of well-being
Mezzelani, Mattia; Polinesi, Gloria; Mariani, Francesca; … - In: Rivista italiana di economia, demografia e statistica 75 (2021) 4, pp. 29-40
Persistent link: https://www.econbiz.de/10013361859
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The role of social capital in economic performance across European regions
Ciommi, Mariateresa; Mariani, Francesca; Recchioni, … - In: Rivista italiana di economia, demografia e statistica 75 (2021) 4, pp. 77-88
Persistent link: https://www.econbiz.de/10013362087
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SDG composite indicators for Mediterranean countries : a new theoretical approach
Mariani, Francesca; Ciommi, Mariateresa; Recchioni, … - In: Rivista italiana di economia, demografia e statistica 76 (2022) 4, pp. 5-16
Persistent link: https://www.econbiz.de/10014266530
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A new class of composite indicators : the penalized power mean
Mariani, Francesca; Ciommi, Mariateresa; Recchioni, … - In: European journal of operational research : EJOR 317 (2024) 3, pp. 1015-1035
Persistent link: https://www.econbiz.de/10015047553
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Le periferie del lavoro : inchiesta fra le operaie tessili del decentramento
Mariani, Francesca (contributor) - 1989 - 1. ed
Persistent link: https://www.econbiz.de/10000825238
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Could patient engagement promote a health system free from malpractice litigation risk?
Miglioretti, Massimo; Mariani, Francesca; Vecchio, Luca - In: Health economics and healthcare reform : breakthroughs …, (pp. 431-454). 2018
Persistent link: https://www.econbiz.de/10011791533