Marina Marena

2 works

Department of Economics and Statistics, University of Turin, Italy

1. Pricing Multivariate Barrier Reverse Convertibles with Factor-Based Subordinators

   Marina Marena, Andrea Romeo, Patrizia Semeraro

   PreprintComplex Systems and Time Series AnalysisRePEc: Research Papers in Economics20150 citations

   ABIABI:AkademIndex/openalex/2015.preprint.000014

2. On non-linear dependence of multivariate subordinated Lévy processes

   Elvira Di Nardo, Marina Marena, Patrizia Semeraro

   PreprintFinancial Risk and Volatility ModelingStatistics & Probability Letters20200 citations

   ABIABI:AkademIndex/openalex/2020.preprint.000067