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 | 0 | 2 | 44 | 1 | 1 | 6 | 137 |
| Total Working Papers | 0 | 0 | 2 | 68 | 1 | 1 | 6 | 205 |
| 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 | 0 | 0 | 0 | 12 |
| Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets | 0 | 0 | 3 | 52 | 0 | 0 | 5 | 188 |
| 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 | 0 | 2 | 8 |
| 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 | 2 | 41 |
| Total Journal Articles | 0 | 0 | 3 | 89 | 0 | 0 | 10 | 378 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail