The following pages link to Francesca Mariani (Q428366):
Displaying 21 items.
- The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility (Q428367) (← links)
- Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory (Q928297) (← links)
- (Q956623) (redirect page) (← links)
- Probabilistic analysis of failures in power transmission networks and phase transitions: Study case of a high-voltage power transmission network (Q956624) (← links)
- Pricing realized variance options using integrated stochastic variance options in the heston stochastic volatility model (Q1030860) (← links)
- Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach (Q1719648) (← links)
- Systemic risk governance in a dynamical model of a banking system (Q2010097) (← links)
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- The use of the Pontryagin maximum principle in a furtivity problem in time-dependent acoustic obstacle scattering (Q2770858) (← links)
- The use of statistical tests to calibrate the normal SABR model (Q2848386) (← links)
- A PERTURBATIVE APPROACH TO ACOUSTIC SCATTERING FROM A VIBRATING BOUNDED OBSTACLE (Q2981715) (← links)
- (Q3068487) (← links)
- A Cooperative Sensor Network: Optimal Deployment and Functioning (Q3081270) (← links)
- Corrosion detection in conducting boundaries (Q4832310) (← links)
- Exploiting blank spots for model-based background correction in discovering genes with DNA array data (Q4970597) (← links)
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
- Corrosion detection in conducting boundaries: II. Linearization, stability and discretization (Q5293671) (← links)
- 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 (Q5432657) (← links)
- Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour, using filtering and maximum likelihood (Q5852183) (← links)
- Near-extremal limits of de Sitter black holes (Q6079663) (← links)
- Branes in JT (super)gravity from group theory (Q6491842) (← links)
