Advanced Search
MyIDEAS: Login to follow this author

Marina Marena

Contents:

This is information that was supplied by Marina Marena in registering through RePEc. If you are Marina Marena , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Marina
Middle Name:
Last Name: Marena
Suffix:

RePEc Short-ID: pma1907

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche
Facoltà di Economia
Università degli Studi di Torino
Location: Torino, Italy
Homepage: http://web.econ.unito.it/prato/
Email:
Phone: +39 011 6706128
Fax: +39 011 6706062
Postal: Corso Unione Sovietica 218 bis, Torino
Handle: RePEc:edi:dstorit (more details at EDIRC)

Works

as in new window

Articles

  1. Gianluca Fusai & Daniele Marazzina & Marina Marena & Michael Ng, 2012. "Z -Transform and preconditioning techniques for option pricing," Quantitative Finance, Taylor & Francis Journals, vol. 12(9), pages 1381-1394, November.
  2. Fusai, Gianluca & Marena, Marina & Roncoroni, Andrea, 2008. "Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2033-2045, October.
  3. Renato Camillo & Marina Marena, 1994. "Un metodo di valutazione di un portafoglio assicurativo vita," Decisions in Economics and Finance, Springer, vol. 17(2), pages 61-77, September.

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Marina Marena should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.