Details about Francesca Mariani

Access statistics for papers by Francesca Mariani.

Last updated 2019-10-21. Update your information in the RePEc Author Service.

Short-id: pma2071

Working Papers

2019

1. An assets-liabilities dynamical model of banking system and systemic risk governance
   Papers, arXiv.org View citations (4)

2018

2. Systemic risk governance in a dynamical model of a banking system
   Papers, arXiv.org

Journal Articles

2019

1. Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach
   European Journal of Operational Research, 2019, 275, (3), 1178-1189 View citations (4)

2018

2. Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries
   RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, 2018, 72, (2), 85-95
3. Population Matters: Identifying Metropolitan Sub-Centers from Diachronic Density-Distance Curves, 1960–2010
   Sustainability, 2018, 10, (12), 1-16 View citations (3)
4. Stock return comovements and economic wealth conditions
   RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, 2018, 72, (4), 5-16

2013

5. The Analysis of Real Data Using a Multiscale Stochastic Volatility Model
   European Financial Management, 2013, 19, (1), 153-179 View citations (6)

2009

6. An explicitly solvable multi‐scale stochastic volatility model: Option pricing and calibration problems
   Journal of Futures Markets, 2009, 29, (9), 862-893 View citations (8)

2008

7. 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 View citations (1)