Zelda Marino

According to our database, Zelda Marino authored at least 10 papers between 2008 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Fused Lasso approach in portfolio selection.

Stefania Corsaro, Valentina De Simone, Zelda Marino

Ann. Oper. Res., 2021

Split Bregman iteration for multi-period mean variance portfolio optimization.

Stefania Corsaro, Valentina De Simone, Zelda Marino

Appl. Math. Comput., 2021

2020

l₁-Regularization for multi-period portfolio selection.

Stefania Corsaro, Valentina De Simone, Zelda Marino, Francesca Perla

Ann. Oper. Res., 2020

2019

A general framework for pricing Asian options under stochastic volatility on parallel architectures.

Stefania Corsaro, Ioannis Kyriakou, Daniele Marazzina, Zelda Marino

Eur. J. Oper. Res., 2019

2014

Algorithm 944: Talbot Suite: Parallel Implementations of Talbot's Method for the Numerical Inversion of Laplace Transforms.

Laura Antonelli, Stefania Corsaro, Zelda Marino, Mariarosaria Rizzardi

ACM Trans. Math. Softw., 2014

2011

Participating life insurance policies: an accurate and efficient parallel software for COTS clusters.

Stefania Corsaro, Pasquale L. De Angelis, Zelda Marino, Francesca Perla

Comput. Manag. Sci., 2011

2010

On parallel asset-liability management in life insurance: a forward risk-neutral approach.

Stefania Corsaro, Pasquale L. De Angelis, Zelda Marino, Francesca Perla, Paolo Zanetti

Parallel Comput., 2010

Measuring Default Risk in a Parallel ALM Software for Life Insurance Portfolios.

Stefania Corsaro, Zelda Marino, Francesca Perla, Paolo Zanetti

Proceedings of the Euro-Par 2010 Parallel Processing Workshops, 2010

Wavelet Techniques for Option Pricing on Advanced Architectures.

Stefania Corsaro, Daniele Marazzina, Zelda Marino

Proceedings of the Euro-Par 2010 Parallel Processing Workshops, 2010

2008

Financial evaluation of Participating Life Insurance Policies in distributed environments.

Stefania Corsaro, Pasquale Luigi De Angelis, Zelda Marino, Francesca Perla, Paolo Zanetti

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