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 1 1 16 84
Pricing multivariate barrier reverse convertibles with factor-based subordinators 0 0 0 52 0 1 7 156
Total Working Papers 0 0 0 76 1 2 23 240


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 1 8 22
Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets 0 1 1 53 0 1 6 198
Dependence calibration and portfolio fit with factor-based subordinators 0 0 0 2 0 0 7 16
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS 0 0 0 1 0 1 7 30
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS 0 0 0 2 0 1 8 25
Neighborhood Turnpike Theorem for Continuous-Time Optimization Models 0 0 0 0 0 0 6 15
On non-linear dependence of multivariate subordinated Lévy processes 0 0 0 0 0 0 3 8
Un metodo di valutazione di un portafoglio assicurativo vita 0 0 0 16 0 1 5 85
Z -Transform and preconditioning techniques for option pricing 0 0 0 12 1 1 13 55
Total Journal Articles 0 1 1 91 1 6 63 454


Statistics updated 2026-09-10