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 1 15 83
Pricing multivariate barrier reverse convertibles with factor-based subordinators 0 0 0 52 1 2 8 155
Total Working Papers 0 0 0 76 1 3 23 238


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 3 3 8 21
Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets 0 0 0 52 2 2 6 197
Dependence calibration and portfolio fit with factor-based subordinators 0 0 0 2 1 4 7 16
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS 0 0 0 1 1 2 6 29
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS 0 0 1 2 5 5 8 24
Neighborhood Turnpike Theorem for Continuous-Time Optimization Models 0 0 0 0 1 1 6 15
On non-linear dependence of multivariate subordinated Lévy processes 0 0 0 0 1 1 4 8
Un metodo di valutazione di un portafoglio assicurativo vita 0 0 0 16 3 3 5 84
Z -Transform and preconditioning techniques for option pricing 0 0 0 12 4 6 13 54
Total Journal Articles 0 0 1 90 21 27 63 448


Statistics updated 2026-05-06