Marina Marena

Available identifiers

zbMath Open marena.marinaMaRDI QIDQ504488

List of research outcomes

Publication	Date of Publication	Type
Non-maturing deposits modelling in an Ornstein-Uhlenbeck framework	2024-07-30	Paper
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

This page was built for person: Marina Marena