Stefania Corsaro

18 papers A 1C 2Journal 11Unranked 4
YearRankTypeTitle / Venue / Authors
2021 J jnl
Fused Lasso approach in portfolio selection.
Ann. Oper. Res.
Stefania Corsaro, Valentina De Simone, Zelda Marino
2021 J jnl
Split Bregman iteration for multi-period mean variance portfolio optimization.
Appl. Math. Comput.
Stefania Corsaro, Valentina De Simone, Zelda Marino
2020 J jnl
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Ann. Oper. Res.
Stefania Corsaro, Valentina De Simone, Zelda Marino, Francesca Perla
2019 J jnl
A general framework for pricing Asian options under stochastic volatility on parallel architectures.
Eur. J. Oper. Res.
Stefania Corsaro, Ioannis Kyriakou, Daniele Marazzina, Zelda Marino
2019 J jnl
Adaptive l
Comput. Optim. Appl.
Stefania Corsaro, Valentina De Simone
2014 J jnl
Algorithm 944: Talbot Suite: Parallel Implementations of Talbot's Method for the Numerical Inversion of Laplace Transforms.
ACM Trans. Math. Softw.
Laura Antonelli, Stefania Corsaro, Zelda Marino, Mariarosaria Rizzardi
2011 — conf
Algorithms and Programming Tools for Next-Generation High-Performance Scientific Software HPSS 2011.
Euro-Par Workshops (1)
Stefania Corsaro, Pasqua D'Ambra, Francesca Perla
2011 J jnl
Participating life insurance policies: an accurate and efficient parallel software for COTS clusters.
Comput. Manag. Sci.
Stefania Corsaro, Pasquale L. De Angelis, Zelda Marino, Francesca Perla
2010 J jnl
Archetypal Analysis of Interval Data.
Reliab. Comput.
Stefania Corsaro, Marina Marino
2010 — conf
Measuring Default Risk in a Parallel ALM Software for Life Insurance Portfolios.
Euro-Par Workshops
Stefania Corsaro, Zelda Marino, Francesca Perla, Paolo Zanetti
2010 J jnl
On parallel asset-liability management in life insurance: a forward risk-neutral approach.
Parallel Comput.
Stefania Corsaro, Pasquale L. De Angelis, Zelda Marino, Francesca Perla, Paolo Zanetti
2010 — conf
Wavelet Techniques for Option Pricing on Advanced Architectures.
Euro-Par Workshops
Stefania Corsaro, Daniele Marazzina, Zelda Marino
2008 A conf
Financial evaluation of Participating Life Insurance Policies in distributed environments.
IPDPS
Stefania Corsaro, Pasquale Luigi De Angelis, Zelda Marino, Francesca Perla, Paolo Zanetti
2006 J jnl
Interval linear systems: the state of the art.
Comput. Stat.
Stefania Corsaro, Marina Marino
2006 C conf
Introducing Combustion-Turbulence Interaction in Parallel Simulation of Diesel Engines.
HPCC
Paola Belardini, Claudio Bertoli, Stefania Corsaro, Pasqua D'Ambra
2006 J jnl
Semi-Implicit Covolume Method in 3D Image Segmentation.
SIAM J. Sci. Comput.
Stefania Corsaro, Karol Mikula, Alessandro Sarti, Fiorella Sgallari
2005 C conf
The Impact of Different Stiff ODE Solvers in Parallel Simulation of Diesel Combustion.
HPCC
Paola Belardini, Claudio Bertoli, Stefania Corsaro, Pasqua D'Ambra
1999 — conf
On the Parallel Implementation of the Fast Wavelet Packet Transform on MIMD Distributed Memory Environments.
ACPC
Stefania Corsaro, Luisa D'Amore, Almerico Murli