Access Statistics for Marina Marena

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 0 0 0 68
Pricing multivariate barrier reverse convertibles with factor-based subordinators 0 2 7 50 0 2 10 144
Total Working Papers 0 2 7 74 0 2 10 212


Journal Article File Downloads Abstract Views
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 1 1 13
Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets 0 0 1 52 0 2 5 191
Dependence calibration and portfolio fit with factor-based subordinators 0 0 0 2 0 0 0 8
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS 0 0 0 1 0 0 0 23
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS 0 0 0 1 0 0 0 16
Neighborhood Turnpike Theorem for Continuous-Time Optimization Models 0 0 0 0 0 1 2 9
On non-linear dependence of multivariate subordinated Lévy processes 0 0 0 0 0 0 1 4
Un metodo di valutazione di un portafoglio assicurativo vita 0 0 0 16 0 0 0 78
Z -Transform and preconditioning techniques for option pricing 0 0 0 12 0 0 0 41
Total Journal Articles 0 0 1 89 1 4 9 383


Statistics updated 2025-02-05