Marina Marena

Available identifiers

zbMath Open marena.marinaMaRDI QIDQ504488

List of research outcomes

Publication	Date of Publication	Type
Dependence calibration and portfolio fit with factor-based subordinators	2021-07-16	Paper
On non-linear dependence of multivariate subordinated Lévy processes	2020-12-18	Paper
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS	2019-04-18	Paper
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS	2018-03-15	Paper
A note on marked point processes and multivariate subordination	2017-01-16	Paper
Z-Transform and preconditioning techniques for option pricing	2014-01-24	Paper
Pricing Discretely Monitored Asian Options by Maturity Randomization	2011-06-21	Paper
Option pricing, maturity randomization and distributed computing	2010-09-02	Paper
Portfolio Value at Risk Bounds	2004-03-21	Paper
Neighborhood turnpike theorem for continuous-time optimization models	1999-09-12	Paper
Un metodo di valutazione di un portafoglio assicurativo vita	1996-03-26	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Marina Marena