Zobrazeno 1 - 10
of 53
pro vyhledávání: '"Lorella Fatone"'
Publikováno v:
Journal of Probability and Statistics, Vol 2012 (2012)
A new method for calibrating the Black-Scholes asset price dynamics model is proposed. The data used to test the calibration problem included observations of asset prices over a finite set of (known) equispaced discrete time values. Statistical tests
Externí odkaz:
https://doaj.org/article/045837f1253e4096a754b7ed47f8d860
Autor:
Lorella Fatone, Daniele Funaro
Publikováno v:
Mathematical Methods in the Applied Sciences. 46:1952-1963
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bf4c6214eb69209bfdde50b900631697
https://doi.org/10.1002/mma.8621
https://doi.org/10.1002/mma.8621
Autor:
Francesca Mariani, Lorella Fatone
Publikováno v:
Quantitative Finance. 22:1037-1049
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::91cff5fbe20d106b717122e1523a350e
https://doi.org/10.1080/14697688.2022.2047219
https://doi.org/10.1080/14697688.2022.2047219
Autor:
Lorella Fatone, Daniele Funaro
Anisotropic diffusion is a well recognized tool in digital image processing, including edge detection and denoising. We present here a particular nonlinear time-dependent operator together with an appropriate high-order discretization for the space v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::63d0e743ed5ffd1d806f504394d35e3b
http://arxiv.org/abs/2204.13475
http://arxiv.org/abs/2204.13475
Publikováno v:
Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 9783030996376
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c9d495fe394f53fef40c008104eba1fd
https://doi.org/10.1007/978-3-030-99638-3_38
https://doi.org/10.1007/978-3-030-99638-3_38
Autor:
Chiara Salvesi, Stefania Silvi, Dennis Fiorini, Serena Scortichini, Gianni Sagratini, Francesco A. Palermo, Renato De Leone, Nadaniela Egidi, Lorella Fatone, Carlo Cifani, Amedeo Amedei, Francesca Scocchera, Mara Morici, Beatrice Gatto, Fausto Mannucci, Valerio Valeriani, Marco Malavasi, Sara Servili, Andrea Casula, Andrea Cresci, Ivano Corradetti, Francesco Carpi, Matteo Picciolini, Maria Magdalena Coman, Maria Cristina Verdenelli
Aims The aim of this work was to assess the effects of a probiotic diet on well-being of healthy seniors living in boarding and private homes in Marche Region, Italy. In particular, we focused on the modulation of high-sensitivity C-reactive protein
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8c7b1e967151a09f8a0f69b5e4957448
https://hdl.handle.net/11581/465372
https://hdl.handle.net/11581/465372
Autor:
Lorella Fatone, Francesca Mariani
Publikováno v:
Journal of Global Optimization. 75:851-883
We consider the problem of governing systemic risk in a banking system model. The banking system model consists in an initial value problem for a system of stochastic differential equations whose dependent variables are the log-monetary reserves of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2bbcfde08323e154149a58c6111578f0
https://doi.org/10.1007/s10898-019-00790-1
https://doi.org/10.1007/s10898-019-00790-1
New algorithms for the numerical solution of optimization problems involving the $$l_{0}$$ pseudo-norm are proposed. They are designed to use a recently proposed computational methodology that is able to deal numerically with finite, infinite and inf
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8bdfc74e4041d004652f2dd580ba0a59
http://hdl.handle.net/11581/440967
http://hdl.handle.net/11581/440967
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783030390808
NUMTA(1)
NUMTA(1)
The best approximation problem is a classical topic of the approximation theory and the Remez algorithm is one of the most famous methods for computing minimax polynomial approximations. We present a slight modification of the (second) Remez algorith
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::876162e68bb4076c51e6c62c0a6e61cb
http://hdl.handle.net/11581/440965
http://hdl.handle.net/11581/440965
Autor:
Francesca Mariani, Lorella Fatone
We consider the problem of governing systemic risk in an assets–liabilities dynamical model of a banking system. In the model considered, each bank is represented by its assets and liabilities. The net worth of a bank is the difference between its
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cd4b9a173764792b32d087e3b40eaf9e
http://hdl.handle.net/11581/431911
http://hdl.handle.net/11581/431911