MARIANI, Francesca
MARIANI, Francesca
Dipartimento Scienze Economiche e Sociali
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007
2007-01-01 Mariani, Francesca; Pacelli, Graziella; Zirilli, F.
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory"
2008-01-01 Mariani, Francesca; Pacelli, Graziella; F., Zirilli
A (critical) look to composite indicator construction for European Regions
2021-01-01 Ciommi, M.; Mariani, F.
A Cooperative Sensor Network: Optimal Deployment and Functioning
2010-01-01 Farina, A.; Graziano, A.; Mariani, Francesca; Zirilli, F.
A Filtering Problem for the Stein and Stein Stochastic volatility model
2005-01-01 Mariani, Francesca; Pacelli, Graziella; Scoccia, Adina; Zirilli, F.
A Hybrid Model Based on Stochastic Volatility and Machine Learning to Forecast Log Returns of a Risky Asset
2022-01-01 Fatone, Lorella; Mariani, Francesca; Zirilli, Francesco
A multiscale stochastic volatility model in mathematical finance
2011-01-01 L., Fatone; Mariani, Francesca; Recchioni, MARIA CRISTINA; F., Zirilli
A perturbative approach to acoustic scattering from a vibrating bounded obstacle
2002-01-01 Mariani, Francesca; Recchioni, MARIA CRISTINA; Zirilli, F.
A software environment for the evaluation of medical images reconstruction methods
2002-01-01 Bonetto, P.; Mariani, Francesca; Canfora, M.; Comis, G.; Formiconi, A. R.
A Story of Strengths and Weaknesses in Tertiary Education: Evaluating 'Mobility' and 'Opportunities' in OECD Countries with Composite Indicators
2022-01-01 Chelli, F; Ciommi, M; Mariani, F; Polinesi, G; Recchioni, Mc; Lamonica, Gr; Salvati, L
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality
2022-01-01 Mariani, F.; Polinesi, G.; Recchioni, M. C.
A Trading Execution Model Based on Mean Field Games and Optimal Control
2014-01-01 Lorella, Fatone; Mariani, Francesca; Recchioni, MARIA CRISTINA; Francesco, Zirilli
A Video Game Based on Elementary Differential Equations
2013-01-01 Giacinti, Marco; Mariani, Francesca; Recchioni, MARIA CRISTINA; Francesco, Zirilli
A Video Game Based on Optimal Control and Elementary Statistics
2013-01-01 Giacinti, Marco; Mariani, Francesca; Recchioni, MARIA CRISTINA; Francesco, Zirilli
Agglomeration economies and the spatial configuration of local labour systems in Italy
2021-01-01 Ciommi, M.; Mariani, F.; Polinesi, G.
Aggregating Composite Indicators through the Geometric Mean: A Penalization Approach
2022-01-01 Mariani, Francesca; Ciommi, Mariateresa
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration problems
2009-01-01 Fatone, L.; Mariani, Francesca; Recchioni, MARIA CRISTINA; Zirilli, F.
An Iterative Approach to Stratification: Poverty at Regional Level in Italy
2020-01-01 Mariani, F.; Ciommi, M.; Chelli, F. M.; Recchioni, M. C.
Assessing multidimensional poverty of the Italian provinces during Covid-19: a small area estimation approach
2023-01-01 Ciommi, Mariateresa; Gigliarano, Chiara; Mariani, Francesca; Polinesi, Gloria
Blackouts in power transmission networks due to spatially localized load anomalies
2009-01-01 C., Dionisi; Mariani, Francesca; Recchioni, MARIA CRISTINA; F., Zirilli