Zelda Marino

Publication Activity (10 Years)

Years Active: 2008-2021
Publications (10 Years): 4

Top Topics

Parallel Implementation

Multistage Stochastic

Planning Horizon

Portfolio Selection

Top Venues

Ann. Oper. Res.

ACM Trans. Math. Softw.

Appl. Math. Comput.

Eur. J. Oper. Res.

Publications

Stefania Corsaro, Valentina De Simone, Zelda Marino
Split Bregman iteration for multi-period mean variance portfolio optimization. Appl. Math. Comput. 392 (2021)
Stefania Corsaro, Valentina De Simone, Zelda Marino
Fused Lasso approach in portfolio selection. Ann. Oper. Res. 299 (1) (2021)
Stefania Corsaro, Valentina De Simone, Zelda Marino, Francesca Perla
-Regularization for multi-period portfolio selection. Ann. Oper. Res. 294 (1) (2020)
Stefania Corsaro, Ioannis Kyriakou, Daniele Marazzina, Zelda Marino
A general framework for pricing Asian options under stochastic volatility on parallel architectures. Eur. J. Oper. Res. 272 (3) (2019)
Laura Antonelli, Stefania Corsaro, Zelda Marino, Mariarosaria Rizzardi
Algorithm 944: Talbot Suite: Parallel Implementations of Talbot's Method for the Numerical Inversion of Laplace Transforms. ACM Trans. Math. Softw. 40 (4) (2014)
Stefania Corsaro, Pasquale L. De Angelis, Zelda Marino, Francesca Perla
Participating life insurance policies: an accurate and efficient parallel software for COTS clusters. Comput. Manag. Sci. 8 (3) (2011)
Stefania Corsaro, Pasquale L. De Angelis, Zelda Marino, Francesca Perla, Paolo Zanetti
On parallel asset-liability management in life insurance: a forward risk-neutral approach. Parallel Comput. 36 (7) (2010)
Stefania Corsaro, Zelda Marino, Francesca Perla, Paolo Zanetti
Measuring Default Risk in a Parallel ALM Software for Life Insurance Portfolios. Euro-Par Workshops (2010)
Stefania Corsaro, Daniele Marazzina, Zelda Marino
Wavelet Techniques for Option Pricing on Advanced Architectures. Euro-Par Workshops (2010)
Stefania Corsaro, Pasquale Luigi De Angelis, Zelda Marino, Francesca Perla, Paolo Zanetti
Financial evaluation of Participating Life Insurance Policies in distributed environments. IPDPS (2008)