Marina Marena

According to our database1, Marina Marena authored at least 4 papers between 2002 and 2011.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2011
Pricing Discretely Monitored Asian Options by Maturity Randomization.
SIAM J. Financial Math., 2011

2010
Option pricing, maturity randomization and distributed computing.
Parallel Comput., 2010

2008
Option pricing, maturity randomization and grid computing.
Proceedings of the 22nd IEEE International Symposium on Parallel and Distributed Processing, 2008

2002
Copulae as a new tool in financial modelling.
Oper. Res., 2002


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