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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
Saved in:
2
An explicitly solvable multi-scale stochastic volatility model : option pricing and calibration problems
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 862-893
Persistent link: https://www.econbiz.de/10003900928
Saved in:
3
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
Saved in:
4
The analysis of real data using a stochastic dynamical system able to model spiky prices
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
Journal of mathematical finance
2
(
2012
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009668291
Saved in:
5
The analysis of real data using a multiscale stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
European financial management : the journal of the …
19
(
2013
)
1
,
pp. 153-179
Persistent link: https://www.econbiz.de/10009706264
Saved in:
6
Some explicitly solvable SABR and multiscale SABR models : option pricing and calibration
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 10-32
Persistent link: https://www.econbiz.de/10010240231
Saved in:
7
Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities
Fatone, Lorella
;
Mariani, Francesca
- In:
Journal of economic interaction and coordination
15
(
2020
)
1
,
pp. 183-219
Persistent link: https://www.econbiz.de/10012226910
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Optimal solution of the liquidation problem under execution and price impact risks
Mariani, Francesca
;
Fatone, Lorella
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1037-1049
Persistent link: https://www.econbiz.de/10013367883
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