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Details about Francesca Mariani

Homepage:https://www.univpm.it/Entra/Economia_7/docname/idsel/728/docname/FRANCESCA%20MARIANI
Workplace:Dipartimento di Scienze Economiche e Sociali (Department of Economics and Social Sciences), Facoltà di Economia "Giorgio Fuà" (Faculty of Economics), Università Politecnica delle Marche (Polytechnic University of Marche), (more information at EDIRC)

Access statistics for papers by Francesca Mariani.

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

Short-id: pma2071


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Working Papers

2019

  1. An assets-liabilities dynamical model of banking system and systemic risk governance
    Papers, arXiv.org Downloads View citations (2)

2018

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

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 Downloads

2018

  1. 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 Downloads
  2. Population Matters: Identifying Metropolitan Sub-Centers from Diachronic Density-Distance Curves, 1960–2010
    Sustainability, 2018, 10, (12), 1-16 Downloads View citations (3)
  3. 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 Downloads

2013

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

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 (7)

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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