Semi-implicit covolume method in 3D image segmentation S Corsaro, K Mikula, A Sarti, F Sgallari
SIAM Journal on Scientific Computing 28 (6), 2248-2265, 2006
68 2006 A general framework for pricing Asian options under stochastic volatility on parallel architectures S Corsaro, I Kyriakou, D Marazzina, Z Marino
European Journal of Operational Research 272 (3), 1082-1095, 2019
28 2019 Fused lasso approach in portfolio selection S Corsaro, V De Simone, Z Marino
Annals of Operations Research 299 (1), 47-59, 2021
27 2021 Split Bregman iteration for multi-period mean variance portfolio optimization S Corsaro, V De Simone, Z Marino
Applied Mathematics and Computation 392, 125715, 2021
24 2021 Adaptive S Corsaro, V De Simone
Computational Optimization and Applications 72 (2), 457-478, 2019
23 2019 S Corsaro, V De Simone, Z Marino, F Perla
Annals of Operations Research 294 (1), 75-86, 2020
20 2020 Value-at-Risk dynamics: a copula-VAR approach G De Luca, G Rivieccio, S Corsaro
The European Journal of Finance 26 (2-3), 223-237, 2020
15 2020 Interval linear systems: the state of the art S Corsaro, M Marino
Computational Statistics 21 (2), 365-384, 2006
15 2006 On the parallel implementation of the fast wavelet packet transform on MIMD distributed memory environments S Corsaro, L D’Amore, A Murli
International Conference of the Austrian Center for Parallel Computation …, 1999
12 1999 On parallel asset-liability management in life insurance: a forward risk-neutral approach S Corsaro, PL De Angelis, Z Marino, F Perla, P Zanetti
Parallel Computing 36 (7), 390-402, 2010
11 2010 Numerical mathematics and advanced applications F Filbet, E Sonnendrücker, F Brezzi, A Buffa, S Corsaro, A Murli
Springer, 2003
11 2003 l 1 -Regularization in Portfolio Selection with Machine LearningS Corsaro, V De Simone, Z Marino, S Scognamiglio
Mathematics 10 (4), 540, 2022
9 2022 A parallel wavelet-based pricing procedure for Asian options S Corsaro, D Marazzina, Z Marino
Quantitative Finance 15 (1), 101-113, 2015
8 2015 The impact of different stiff ODE solvers in parallel simulation of diesel combustion P Belardini, C Bertoli, S Corsaro, P D’Ambra
International Conference on High Performance Computing and Communications …, 2005
8 2005 Multidimensional modeling of advanced diesel combustion system by parallel chemistry P Belardini, C Bertoli, S Corsaro, P D'Ambra
SAE Technical Paper, 2005
8 2005 On high-performance software development for the numerical simulation of life insurance policies S Corsaro, PL De Angelis, Z Marino, F Perla
Numerical methods for finance, 87-112, 2007
7 2007 Algorithm 944: Talbot suite: Parallel implementations of Talbot's method for the numerical inversion of Laplace transforms L Antonelli, S Corsaro, Z Marino, M Rizzardi
ACM Transactions on Mathematical Software (TOMS) 40 (4), 1-18, 2014
6 2014 Archetypal Analysis of Interval Data. S Corsaro, M Marino
Reliab. Comput. 14, 105-116, 2010
6 2010 Parallel simulation of combustion in common rail diesel engines by advanced numerical solution of detailed chemistry P BELARDINI, C BERTOLI, S CORSARO, P D'AMBRA
Applied and Industrial Mathematics in Italy, 112-123, 2005
6 2005 Numerical solution of the regularized portfolio selection problem S Corsaro, VD Simone, Z Marino, F Perla
Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2018
4 2018 