Concepedia

Marina Marena

MM

Statistics

Publications

7

Citations

187

H-Index

7

Active since

2002

Affiliations

University of Turin(Current)

Università degli Studi del Piemonte Orientale “Amedeo Avogadro”

Politecnico di Milano

Marina Marena is an author at University of Turin specializing in financial economics, finance, and economics.

Publications per year

2002–2016

7

Publications

7

Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets

Gianluca Fusai, Marina Marena, Andréa Roncoroni · Journal of Banking & Finance · 2008 · 55 citations

Business, Economics, Finance +14

Pricing Discretely Monitored Asian Options by Maturity Randomization

Gianluca Fusai, Daniele Marazzina, Marina Marena · SIAM Journal on Financial Mathematics · 2011 · 43 citations · Full text

Engineering, Finance, Financial Economics +15

Dependence calibration and portfolio fit with factor-based subordinators

Elisa Luciano, Marina Marena, Patrizia Semeraro · Quantitative Finance · 2016 · 33 citations · Full text

Business, Economics, Finance +17

<i>Z</i>-Transform and preconditioning techniques for option pricing

Gianluca Fusai, Daniele Marazzina, Marina Marena et al. · Quantitative Finance · 2011 · 16 citations

Computing, Economics, Algorithms +16

Portfolio Value at Risk Bounds

Elisa Luciano, Marina Marena · International Transactions in Operational Research · 2002 · 15 citations

Business, Finance, Risk Management +17

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