Marina Marena

According to our database, Marina Marena authored at least 4 papers between 2002 and 2011.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2011

Pricing Discretely Monitored Asian Options by Maturity Randomization.

Gianluca Fusai, Daniele Marazzina, Marina Marena

SIAM J. Financial Math., 2011

2010

Option pricing, maturity randomization and distributed computing.

Gianluca Fusai, Daniele Marazzina, Marina Marena

Parallel Comput., 2010

2008

Option pricing, maturity randomization and grid computing.

Marina Marena, Daniele Marazzina, Gianluca Fusai

Proceedings of the 22nd IEEE International Symposium on Parallel and Distributed Processing, 2008

2002

Copulae as a new tool in financial modelling.

Elisa Luciano, Marina Marena

Oper. Res., 2002