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Details about Francesca Mariani

Homepage:http://www.dse.univr.it/?ent=persona&id=8646

Access statistics for papers by Francesca Mariani.

Last updated 2014-09-16. Update your information in the RePEc Author Service.

Short-id: pma2071


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Journal Articles

2009

  1. An explicitly solvable multi‐scale stochastic volatility model: Option pricing and calibration problems
    Journal of Futures Markets, 2009, 29, (9), 862-893 Downloads View citations (5)

2008

  1. Probabilistic Analysis of Failures in Power Transmission Networks and Phase Transitions: Study Case of a High-Voltage Power Transmission Network
    Journal of Optimization Theory and Applications, 2008, 139, (1), 171-199 Downloads
 
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