Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory M Briani, CL Chioma, R Natalini
Numerische Mathematik 98, 607-646, 2004
140 2004 Implicit–explicit numerical schemes for jump–diffusion processes M Briani, R Natalini, G Russo
Calcolo 44, 33-57, 2007
116 2007 On the dynamics of capital accumulation across space C Camacho, B Zou, M Briani
European Journal of Operational Research 186 (2), 451-465, 2008
70 2008 Asymptotic High-Order Schemes for D Aregba-Driollet, M Briani, R Natalini
SIAM Journal on Numerical Analysis 46 (2), 869-894, 2008
35 2008 Understanding human mobility flows from aggregated mobile phone data C Balzotti, A Bragagnini, M Briani, E Cristiani
IFAC-PapersOnLine 51 (9), 25-30, 2018
32 2018 A hybrid approach for the implementation of the Heston model M Briani, L Caramellino, A Zanette
IMA Journal of Management Mathematics 28 (4), 467-500, 2017
32 2017 Scenario-generation methods for an optimal public debt strategy M Bernaschi, M Briani, M Papi, D Vergni
Quantitative Finance 7 (2), 217-229, 2007
31 2007 A hybrid tree/finite-difference approach for Heston-Hull-White type models M Briani, L Caramellino, A Zanette
arXiv preprint arXiv:1503.03705, 2015
27 2015 A model of ischemia-induced neuroblast activation in the adult subventricular zone D Vergni, F Castiglione, M Briani, S Middei, E Alberdi, KG Reymann, ...
PLoS One 4 (4), e5278, 2009
27 2009 An easy-to-use algorithm for simulating traffic flow on networks: Theoretical study M Briani, E Cristiani
arXiv preprint arXiv:1401.1651, 2014
22 2014 Asymptotic high-order schemes for integro-differential problems arising in markets with jumps M Briani, R Natalini
Communications in Mathematical Sciences 4 (1), 81-96, 2006
20 2006 Numerical methods for option pricing in jump-diffusion markets M Briani
PhD thesis, PhD thesis, Universita degli Studi di Roma La Sapienza, 2003
19 2003 An easy-to-use algorithm for simulating traffic flow on networks: Numerical experiments G Bretti, M Briani, E Cristiani
arXiv preprint arXiv:1310.8329, 2013
16 2013 Notes on RKDG methods for shallow-water equations in canal networks M Briani, B Piccoli, JM Qiu
Journal of Scientific Computing 68, 1101-1123, 2016
15 2016 Convergence rate of Markov chains and hybrid numerical schemes to jump-diffusion with application to the Bates model M Briani, L Caramellino, G Terenzi
SIAM Journal on Numerical Analysis 59 (1), 477-502, 2021
10 2021 Sensitivity analysis of the LWR model for traffic forecast on large networks using Wasserstein distance M Briani, E Cristiani, E Iacomini
arXiv preprint arXiv:1608.00126, 2016
10 2016 Time asymptotic high order schemes for dissipative BGK hyperbolic systems D Aregba-Driollet, M Briani, R Natalini
Numerische Mathematik 132, 399-431, 2016
10 2016 On a hybrid method using trees and finite-differences for pricing options in complex models M Briani, L Caramellino, G Terenzi, A Zanette
Preprint, 2016
7 * 2016 Multi-dimensional modeling of combustion in compression ignition engines operating with variable charge premixing levels M Briani, V Fraioli, M Migliaccio, G Di Blasio, T Lucchini, D Ettorre
SAE Technical Paper, 2011
7 2011 A model for the optimal asset-liability management for insurance companies S Sbaraglia, M Papi, M Briani, M Bernaschi, F Gozzi
International Journal of Theoretical and Applied Finance 6 (03), 277-299, 2003
7 2003 
Roberto NataliniIstituto per le Applicazioni del Calcolo - Consiglio Nazionale delle Ricerche, CNRAdresse e-mail validée de cnr.it
