Maya Briani
Maya Briani
Istituto per le Applicazioni del Calcolo, Consiglio Nazionale delle Ricerche (Italy)
Adresse e-mail validée de iac.cnr.it
Titre
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Année
Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory
M Briani, C La Chioma, R Natalini
Numerische Mathematik 98 (4), 607-646, 2004
1282004
Implicit–explicit numerical schemes for jump–diffusion processes
M Briani, R Natalini, G Russo
Calcolo 44 (1), 33-57, 2007
1062007
On the dynamics of capital accumulation across space
C Camacho, B Zou, M Briani
European Journal of Operational Research 186 (2), 451-465, 2008
462008
Asymptotic High-Order Schemes for Dissipative Hyperbolic Systems
D Aregba-Driollet, M Briani, R Natalini
SIAM Journal on Numerical Analysis 46 (2), 869-894, 2008
352008
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
292017
Scenario-generation methods for an optimal public debt strategy
M Bernaschi, M Briani, M Papi, D Vergni
Quantitative Finance 7 (2), 217-229, 2007
252007
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
232009
A hybrid tree/finite-difference approach for Heston–Hull–White-type models
M Briani, L Caramellino, A Zanette
Journal of Computational Finance 21 (3), 2017
202017
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
182006
An easy-to-use algorithm for simulating traffic flow on networks: Theoretical study
M Briani, E Cristiani
arXiv preprint arXiv:1401.1651, 2014
162014
Numerical methods for option pricing in jump-diffusion markets
M Briani
PhD thesis, Università degli Studi di Roma “La Sapienza, 2003
162003
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
142013
Time asymptotic high order schemes for dissipative BGK hyperbolic systems
D Aregba-Driollet, M Briani, R Natalini
Numerische Mathematik 132 (2), 399-431, 2016
102016
Notes on RKDG methods for shallow-water equations in canal networks
M Briani, B Piccoli, JM Qiu
Journal of Scientific Computing 68 (3), 1101-1123, 2016
92016
Understanding human mobility flows from aggregated mobile phone data
C Balzotti, A Bragagnini, M Briani, E Cristiani
IFAC-PapersOnLine 51 (9), 25-30, 2018
82018
On a hybrid method using trees and finite-differences for pricing options in complex models
M Briani, L Caramellino, G Terenzi, A Zanette
arXiv. org, 2017
7*2017
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
72016
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
62003
A hybrid tree-finite difference approach for the Heston model
M Briani, L Caramellino, A Zanette
arXiv preprint arXiv:1307.7178, 2013
52013
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
52011
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