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Maya Briani

Maya Briani

Institute for Computing Applications, CNR - Rome / Italy
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 4438788
Istituto per le Applicazioni del Calcolo, CNR
person_outline Maya Briani's MOST POPULAR ARTICLES
1-) Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory Numerische Mathematik 98 (4), 607-646, 2004
2-) Implicit–explicit numerical schemes for jump–diffusion processes Calcolo 44 (1), 33-57, 2007
3-) On the dynamics of capital accumulation across space European Journal of Operational Research 186 (2), 451-465, 2008
4-) Understanding human mobility flows from aggregated mobile phone data IFAC-PapersOnLine 51 (9), 25-30, 2018
5-) A hybrid approach for the implementation of the Heston model IMA Journal of Management Mathematics 28 (4), 467-500, 2017