Marina Marena : Citation Profile


Are you Marina Marena?

Università degli Studi di Torino

4

H index

1

i10 index

54

Citations

RESEARCH PRODUCTION:

9

Articles

2

Papers

RESEARCH ACTIVITY:

   26 years (1994 - 2020). See details.
   Cites by year: 2
   Journals where Marina Marena has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 4 (6.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1907
   Updated: 2024-01-16    RAS profile: 2020-10-18    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Marina Marena.

Is cited by:

Germano, Guido (2)

Nikitopoulos-Sklibosios, Christina (2)

Venditti, Alain (2)

Schlogl, Erik (1)

Goncu, Ahmet (1)

Magni, Carlo Alberto (1)

Karahan, Mehmet (1)

Kuzubas, Tolga (1)

Escobar Anel, Marcos (1)

Kettler, Paul (1)

Cartea, Álvaro (1)

Cites to:

Semeraro, Patrizia (15)

luciano, elisa (14)

Montrucchio, Luigi (4)

Clark, Peter (3)

Scheinkman, Jose (2)

Ballotta, Laura (2)

Lo, Andrew (2)

Boldrin, Michele (1)

Casassus, Jaime (1)

Bessembinder, Hendrik (1)

Sorger, Gerhard (1)

Main data


Where Marina Marena has published?


Journals with more than one article published# docs
Statistics & Probability Letters2
Quantitative Finance2
International Journal of Theoretical and Applied Finance (IJTAF)2

Working Papers Series with more than one paper published# docs
Carlo Alberto Notebooks / Collegio Carlo Alberto2

Recent works citing Marina Marena (2024 and 2023)


YearTitle of citing document
2023Multivariate L\evy Models: Calibration and Pricing. (2023). Semeraro, Patrizia ; Messeri, Francesco ; Brandimarte, Paolo ; Amici, Giovanni. In: Papers. RePEc:arx:papers:2303.13346.

Full description at Econpapers || Download paper

Works by Marina Marena:


YearTitleTypeCited
2014Dependence Calibration and Portfolio Fit with FactorBased Time Changes In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper4
2015Pricing multivariate barrier reverse convertibles with factor-based subordinators In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper1
2008Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article24
2017A note on Marked Point Processes and multivariate subordination In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
2020On non-linear dependence of multivariate subordinated Lévy processes In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
1994Un metodo di valutazione di un portafoglio assicurativo vita In: Decisions in Economics and Finance.
[Full Text][Citation analysis]
article1
1999Neighborhood Turnpike Theorem for Continuous-Time Optimization Models In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]
article6
2012Z -Transform and preconditioning techniques for option pricing In: Quantitative Finance.
[Full Text][Citation analysis]
article4
2016Dependence calibration and portfolio fit with factor-based subordinators In: Quantitative Finance.
[Full Text][Citation analysis]
article9
2018MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
article3
2019MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team