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Details about Francesca Mariani


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


  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)


  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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