Francesca Mariani

Available identifiers

zbMath Open mariani.francescaMaRDI QIDQ428366

List of research outcomes

Publication	Date of Publication	Type
Gravitational wavefunctions in JT supergravity	2024-12-03	Paper
Branes in JT (super)gravity from group theory	2024-04-24	Paper
Near-extremal limits of de Sitter black holes	2023-09-29	Paper
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality	2022-10-24	Paper
Optimal solution of the liquidation problem under execution and price impact risks	2022-05-27	Paper
Optimal solution of the liquidation problem under execution risk	2020-11-05	Paper
Exploiting blank spots for model-based background correction in discovering genes with DNA array data	2020-10-07	Paper
Systemic risk governance in a dynamical model of a banking system	2019-12-03	Paper
Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach	2019-02-11	Paper
A PERTURBATIVE APPROACH TO ACOUSTIC SCATTERING FROM A VIBRATING BOUNDED OBSTACLE	2017-05-09	Paper
The use of statistical tests to calibrate the normal SABR model	2013-09-26	Paper
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility	2012-06-19	Paper
A Cooperative Sensor Network: Optimal Deployment and Functioning	2011-03-07	Paper
https://portal.mardi4nfdi.de/entity/Q3068487	2011-01-15	Paper
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour, using filtering and maximum likelihood	2010-01-26	Paper
Pricing realized variance options using integrated stochastic variance options in the heston stochastic volatility model	2009-07-03	Paper
Probabilistic analysis of failures in power transmission networks and phase transitions: Study case of a high-voltage power transmission network	2008-11-25	Paper
Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory	2008-06-11	Paper
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	2007-12-17	Paper
Corrosion detection in conducting boundaries: II. Linearization, stability and discretization	2007-07-02	Paper
Corrosion detection in conducting boundaries	2005-01-04	Paper
The use of the Pontryagin maximum principle in a furtivity problem in time-dependent acoustic obstacle scattering.	2001-01-01	Paper

Research outcomes over time

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