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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
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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
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3
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
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4
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
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5
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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6
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
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7
Le periferie del lavoro : inchiesta fra le operaie tessili del decentramento
Mariani, Francesca
(
contributor
)
-
1989
-
1. ed
Persistent link: https://www.econbiz.de/10000825238
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8
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
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9
Modelling options on football players using individual rankings and club market value : evidence from Italy
Cucculelli, Marco
;
Jha, Paritosh Navinchandra
;
Mariani, …
- In:
International Journal of Financial Markets and …
10
(
2024
)
1
,
pp. 47-69
Persistent link: https://www.econbiz.de/10015064461
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10
Could patient engagement promote a health system free from malpractice litigation risk?
Miglioretti, Massimo
;
Mariani, Francesca
;
Vecchio, Luca
- In:
Health economics and healthcare reform : breakthroughs …
,
(pp. 431-454)
.
2018
Persistent link: https://www.econbiz.de/10011791533
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