Marina Marena

Publication Activity (10 Years)

Years Active: 2002-2011
Publications (10 Years): 0

Publications

Gianluca Fusai, Daniele Marazzina, Marina Marena
Pricing Discretely Monitored Asian Options by Maturity Randomization. SIAM J. Financial Math. 2 (1) (2011)
Gianluca Fusai, Daniele Marazzina, Marina Marena
Option pricing, maturity randomization and distributed computing. Parallel Comput. 36 (7) (2010)
Marina Marena, Daniele Marazzina, Gianluca Fusai
Option pricing, maturity randomization and grid computing. IPDPS (2008)
Elisa Luciano, Marina Marena
Copulae as a new tool in financial modelling. Oper. Res. 2 (2) (2002)