Access Statistics for Marina Marena

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Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Dependence Calibration and Portfolio Fit with FactorBased Time Changes	0	0	0	24	5	6	6	74
Pricing multivariate barrier reverse convertibles with factor-based subordinators	0	0	2	52	1	2	8	152
Total Working Papers	0	0	2	76	6	8	14	226

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A note on Marked Point Processes and multivariate subordination	0	0	0	5	1	2	4	16
Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets	0	0	0	52	2	2	3	194
Dependence calibration and portfolio fit with factor-based subordinators	0	0	0	2	0	1	2	10
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS	0	0	0	1	2	3	3	26
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS	0	0	1	2	0	0	1	17
Neighborhood Turnpike Theorem for Continuous-Time Optimization Models	0	0	0	0	1	2	2	11
On non-linear dependence of multivariate subordinated Lévy processes	0	0	0	0	1	1	2	6
Un metodo di valutazione di un portafoglio assicurativo vita	0	0	0	16	0	0	2	80
Z -Transform and preconditioning techniques for option pricing	0	0	0	12	3	3	4	45
Total Journal Articles	0	0	1	90	10	14	23	405

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Statistics updated 2026-01-09