| Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory M Briani, CL Chioma, R Natalini Numerische Mathematik 98, 607-646, 2004 | 140 | 2004 |
| Implicit–explicit numerical schemes for jump–diffusion processes M Briani, R Natalini, G Russo Calcolo 44, 33-57, 2007 | 116 | 2007 |
| On the dynamics of capital accumulation across space C Camacho, B Zou, M Briani European Journal of Operational Research 186 (2), 451-465, 2008 | 70 | 2008 |
| Asymptotic High-Order Schemes for Dissipative Hyperbolic Systems D Aregba-Driollet, M Briani, R Natalini SIAM Journal on Numerical Analysis 46 (2), 869-894, 2008 | 35 | 2008 |
| Understanding human mobility flows from aggregated mobile phone data C Balzotti, A Bragagnini, M Briani, E Cristiani IFAC-PapersOnLine 51 (9), 25-30, 2018 | 32 | 2018 |
| A hybrid approach for the implementation of the Heston model M Briani, L Caramellino, A Zanette IMA Journal of Management Mathematics 28 (4), 467-500, 2017 | 32 | 2017 |
| Scenario-generation methods for an optimal public debt strategy M Bernaschi, M Briani, M Papi, D Vergni Quantitative Finance 7 (2), 217-229, 2007 | 31 | 2007 |
| A hybrid tree/finite-difference approach for Heston-Hull-White type models M Briani, L Caramellino, A Zanette arXiv preprint arXiv:1503.03705, 2015 | 27 | 2015 |
| A model of ischemia-induced neuroblast activation in the adult subventricular zone D Vergni, F Castiglione, M Briani, S Middei, E Alberdi, KG Reymann, ... PLoS One 4 (4), e5278, 2009 | 27 | 2009 |
| An easy-to-use algorithm for simulating traffic flow on networks: Theoretical study M Briani, E Cristiani arXiv preprint arXiv:1401.1651, 2014 | 23 | 2014 |
| Asymptotic high-order schemes for integro-differential problems arising in markets with jumps M Briani, R Natalini Communications in Mathematical Sciences 4 (1), 81-96, 2006 | 20 | 2006 |
| Numerical methods for option pricing in jump-diffusion markets M Briani PhD thesis, PhD thesis, Universita degli Studi di Roma La Sapienza, 2003 | 19 | 2003 |
| An easy-to-use algorithm for simulating traffic flow on networks: Numerical experiments G Bretti, M Briani, E Cristiani arXiv preprint arXiv:1310.8329, 2013 | 17 | 2013 |
| Notes on RKDG methods for shallow-water equations in canal networks M Briani, B Piccoli, JM Qiu Journal of Scientific Computing 68, 1101-1123, 2016 | 15 | 2016 |
| Convergence rate of Markov chains and hybrid numerical schemes to jump-diffusion with application to the Bates model M Briani, L Caramellino, G Terenzi SIAM Journal on Numerical Analysis 59 (1), 477-502, 2021 | 10 | 2021 |
| Sensitivity analysis of the LWR model for traffic forecast on large networks using Wasserstein distance M Briani, E Cristiani, E Iacomini arXiv preprint arXiv:1608.00126, 2016 | 10 | 2016 |
| Time asymptotic high order schemes for dissipative BGK hyperbolic systems D Aregba-Driollet, M Briani, R Natalini Numerische Mathematik 132, 399-431, 2016 | 10 | 2016 |
| On a hybrid method using trees and finite-differences for pricing options in complex models M Briani, L Caramellino, G Terenzi, A Zanette Preprint, 2016 | 7* | 2016 |
| Multi-dimensional modeling of combustion in compression ignition engines operating with variable charge premixing levels M Briani, V Fraioli, M Migliaccio, G Di Blasio, T Lucchini, D Ettorre SAE Technical Paper, 2011 | 7 | 2011 |
| A model for the optimal asset-liability management for insurance companies S Sbaraglia, M Papi, M Briani, M Bernaschi, F Gozzi International Journal of Theoretical and Applied Finance 6 (03), 277-299, 2003 | 7 | 2003 |
Roberto NataliniIstituto per le Applicazioni del Calcolo - Consiglio Nazionale delle Ricerche, CNRVerified email at cnr.it
