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Mostrati risultati da 1 a 20 di 63
Titolo Data di pubblicazione Autore(i) File
The use of the Pontryagin maximum principle in a furtivity problem in time dependent acoustic obstacle scattering 1-gen-2001 Mariani, Francesca; Recchioni, MARIA CRISTINA; Zirilli, F.
A software environment for the evaluation of medical images reconstruction methods 1-gen-2002 Bonetto, P.; Mariani, Francesca; Canfora, M.; Comis, G.; Formiconi, A. R.
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 1-gen-2002 Mariani, Francesca; Recchioni, MARIA CRISTINA; Zirilli, F.
Corrosion detection in conducting boundaries 1-gen-2004 Inglese, G.; Mariani, Francesca
A Filtering Problem for the Stein and Stein Stochastic volatility model 1-gen-2005 Mariani, Francesca; Pacelli, Graziella; Scoccia, Adina; Zirilli, F.
The Heston stochastic volatility model: nonlinear filtering and parameter estimation 1-gen-2006 Mariani, Francesca; Pacelli, Graziella; Zirilli, F.
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 1-gen-2007 Mariani, Francesca; Pacelli, Graziella; Zirilli, F.
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 1-gen-2007 Fatone, L.; Mariani, Francesca; Recchioni, MARIA CRISTINA; Zirilli, F.
Corrosion detection in conducting boundaries: II. Linearization, stability and discretization 1-gen-2007 Fasino, D.; Inglese, G.; Mariani, Francesca
Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model 1-gen-2007 Fatone, L.; Mariani, Francesca; Recchioni, MARIA CRISTINA; Zirilli, F.
Calibration of a multiscale stochastic volatility model using European option prices 1-gen-2008 Fatone, L; Mariani, Francesca; Recchioni, MARIA CRISTINA; Zirilli, F.
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 1-gen-2008 L., Fatone; Mariani, Francesca; Recchioni, MARIA CRISTINA; F., Zirilli
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory" 1-gen-2008 Mariani, Francesca; Pacelli, Graziella; F., Zirilli
Probabilistic Analysis of Failures in Power Transmission Networks and Phase Transitions: Study Case of a High-Voltage Power Transmission Network 1-gen-2008 Farina, A.; Graziano, A.; Mariani, Francesca; Zirilli, F.
Filtering and maximum likelihood methods inthe calibration of some stochastic volatility models of mathematical finance 1-gen-2009 L., Fatone; Mariani, Francesca; Recchioni, MARIA CRISTINA; F., Zirilli
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration problems 1-gen-2009 Fatone, L.; Mariani, Francesca; Recchioni, MARIA CRISTINA; Zirilli, F.
Blackouts in power transmission networks due to spatially localized load anomalies 1-gen-2009 C., Dionisi; Mariani, Francesca; Recchioni, MARIA CRISTINA; F., Zirilli
A Cooperative Sensor Network: Optimal Deployment and Functioning 1-gen-2010 Farina, A.; Graziano, A.; Mariani, Francesca; Zirilli, F.
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour,using filtering and maximum likelihood 1-gen-2010 Capelli, P.; Mariani, Francesca; Recchioni, MARIA CRISTINA; Spinelli, F.; Zirilli, F.
A multiscale stochastic volatility model in mathematical finance 1-gen-2011 L., Fatone; Mariani, Francesca; Recchioni, MARIA CRISTINA; F., Zirilli
Mostrati risultati da 1 a 20 di 63
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