Prof.ssa LORETTA CLARA LETIZIA MASTROENI

QualificaProfessore Associato
Settore Scientifico DisciplinareSECS-S/06
Telefono0657335693
Cellulare aziendale87898
Emailloretta.mastroeni@uniroma3.it
IndirizzoVia Silvio D'Amico 77
Stanza5.28
Struttura/Afferenza
  • Dipartimento di Economia
Altre informazioniSito web personale
Curriculum
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Profilo INSEGNAMENTI Prodotti della ricerca Avvisi Ricevimento e materiale didattico

Contributo in Rivista

  • Agent-Based Models for Opinion Forming: a Bibliographic Survey, L. Mastroeni; P. Vellucci, , 2019Link identifier #identifier_person_36767-1 Dettaglio
  • Modeling the Flow of Information between Financial Time-Series by an Entropy-Based Approach, F. Benedetto; L. Mastroeni; P. Vellucci, , 2019Link identifier #identifier_person_87020-2 Dettaglio
  • Service Level Agreement Violations in Cloud Storage: Insurance and Compensation Sustainability, L. MASTROENI, , 2019Link identifier #identifier_person_156167-3 Dettaglio
  • A reappraisal of the chaotic paradigm for energy commodity prices, Loretta Mastroeni; Pierluigi Vellucci, , 2018Link identifier #identifier_person_83196-4 Dettaglio
  • Co-existence of stochastic and chaotic behaviour in the copper price time series, Loretta Mastroeni; VELLUCCI, PIERLUIGI, , 2018Link identifier #identifier_person_76126-5 Dettaglio
  • A computational method for predicting the entropy of energy market time series, BENEDETTO, FRANCESCO; GIUNTA, GAETANO; MASTROENI, Loretta Clara Letizia, , 2016Link identifier #identifier_person_170439-6 Dettaglio
  • A computational method for predicting the entropy of energy market time series, BENEDETTO, FRANCESCO; GIUNTA, GAETANO; MASTROENI, Loretta Clara Letizia, , 2016Link identifier #identifier_person_79814-7 Dettaglio
  • Decision criteria for the migration to cloud storage, MASTROENI, Loretta Clara Letizia, , 2016Link identifier #identifier_person_35466-8 Dettaglio
  • On the predictability of energy commodity markets by an entropy-based computational method, BENEDETTO, FRANCESCO; GIUNTA, GAETANO; MASTROENI, Loretta Clara Letizia, , 2016Link identifier #identifier_person_141307-9 Dettaglio
  • A Maximum Entropy Method to Assess the Predictability ofFinancial and Commodity Markets, BENEDETTO, FRANCESCO; GIUNTA, GAETANO; MASTROENI, Loretta Clara Letizia, , 2015Link identifier #identifier_person_175344-10 Dettaglio
  • A Maximum Entropy Method to Assess the Predictability ofFinancial and Commodity Markets, BENEDETTO, FRANCESCO; GIUNTA, GAETANO; MASTROENI, Loretta Clara Letizia, , 2015Link identifier #identifier_person_140920-11 Dettaglio
  • Pricing of insurance policies against cloud storage price rises, MASTROENI, Loretta Clara Letizia, , 2012Link identifier #identifier_person_154772-12 Dettaglio
  • Strong solutions for two-sided parabolic variational inequalities related to an elliptic part of p-laplacian type, MASTROENI, Loretta Clara Letizia, , 2012Link identifier #identifier_person_142875-13 Dettaglio
  • Modeling the Action of Drugs on Cellular Enzymes by Means of Optimal Control Techniques, MASTROENI, Loretta Clara Letizia, , 2011Link identifier #identifier_person_171188-14 Dettaglio
  • Options and Overbooking Strategy in the Management of Wireless Spectrum, MASTROENI, Loretta Clara Letizia, , 2011Link identifier #identifier_person_160048-15 Dettaglio
  • Pricing of spectrum reservation under overbooking, MASTROENI, Loretta Clara Letizia, , 2011Link identifier #identifier_person_7836-16 Dettaglio
  • Virtualization of spectrum for mobile operators: the pricing issue, MASTROENI, Loretta Clara Letizia, , 2011Link identifier #identifier_person_165177-17 Dettaglio
  • A real options model for the transferability value of telecommunications licence, MASTROENI, Loretta Clara Letizia, , 2010Link identifier #identifier_person_67828-18 Dettaglio
  • Deterministic and Stochastic Models of Enzymatic Networks – Applications to Pharmaceutical Research, MASTROENI, Loretta Clara Letizia, , 2008Link identifier #identifier_person_124579-19 Dettaglio
  • Stochastic Control Methods and Variational Formulations in the Real Options Approach to Investment, MASTROENI, Loretta Clara Letizia, , 2007Link identifier #identifier_person_88223-20 Dettaglio
  • Stability results in the Framework of Shephard’s Lemma for Non-Differentiable, MASTROENI, Loretta Clara Letizia, , 2006Link identifier #identifier_person_75380-21 Dettaglio
  • A Convergence Result for a Class of Quasilinear Variational Inequalities Connected to aFinancial Problem, MASTROENI, Loretta Clara Letizia, , 2002Link identifier #identifier_person_3014-22 Dettaglio
  • Existence and Regularity Results for Non-Negative Solutions of Some Semilinear Elliptic Variational Inequalities via Mountain Pass Techniques, MASTROENI, Loretta Clara Letizia, , 2001Link identifier #identifier_person_99426-23 Dettaglio
  • Existence and regularity results for non-negative solutions of some semilinear elliptic variational inequalities via mountain pass techniques, GIRARDI, Mario, , 2001Link identifier #identifier_person_61351-24 Dettaglio
  • A degenerate parabolic variational inequality for the American option pricing problem, MASTROENI, Loretta Clara Letizia, , 1998Link identifier #identifier_person_141477-25 Dettaglio
  • Dynamic programming methods for the American option pricing problem with stochastic volatility, MASTROENI, Loretta Clara Letizia, , 1998Link identifier #identifier_person_99406-26 Dettaglio
  • Nonlinear variational inequalities for jump-diffusion processes and irregular obstacles with a financial application, MASTROENI, Loretta Clara Letizia, , 1998Link identifier #identifier_person_18347-27 Dettaglio
  • Stability for the integro-differential variational inequality of the American option pricing problem, MASTROENI, Loretta Clara Letizia, , 1997Link identifier #identifier_person_39959-28 Dettaglio
  • PARABOLIC VARIATIONAL INEQUALITIES WITH DEGENERATE ELLIPTIC PART, MASTROENI, Loretta Clara Letizia, , 1996Link identifier #identifier_person_71493-29 Dettaglio
  • An integro-differential parabolic variational inequality connected with the problem of the American option pricing, MASTROENI, Loretta Clara Letizia, , 1995Link identifier #identifier_person_110116-30 Dettaglio
  • An elementary proof of a weak Pontryagin's Maximum Principle, MASTROENI, Loretta Clara Letizia, , 1994Link identifier #identifier_person_25674-31 Dettaglio
  • PRINCIPI DI DUALITA' NELLA TEORIA DELL'OTTIMIZZAZIONE ECONOMICA, MASTROENI, Loretta Clara Letizia, , 1994Link identifier #identifier_person_108251-32 Dettaglio

Libro

  • L. Mastroeni, Matematica per le Applicazioni Economiche. Teoria ed esercizi, 2019 Link identifier #identifier_person_197128-33Dettaglio
  • MASTROENI, Loretta Clara Letizia, Esercizi di Matematica Generale, 2009 Link identifier #identifier_person_181832-34Dettaglio
  • MASTROENI, Loretta Clara Letizia, Esercizi di Algebra Lineare, Topologia e Geometria Analitica, 1997 Link identifier #identifier_person_191438-35Dettaglio

Contributo in volume e atti di convegno

  • L. Mastroeni; P. Vellucci, Chaos vs Stochastic Paradigm in Energy Markets, IN STAMPA Link identifier #identifier_person_73263-36Dettaglio
  • L. Mastroeni; P. Vellucci, An Agent Based Model on scale-free networks for Personal Finance Decisions, issn 1613-0073, 2019 Link identifier #identifier_person_152280-37Dettaglio
  • F. Benedetto; L. Mastroeni, On the Properties of Double Action-based Models for Spectrum Management in Cognitive Radio Networks, 2019 Link identifier #identifier_person_71261-38Dettaglio
  • Mastroeni L.; Vellucci P., Individual Competence Evolution under Equality Bias., pp. 123 128, 2017 Link identifier #identifier_person_108720-39Dettaglio
  • Mastroeni L., Insurance Pricing and Refund Sustainability for Cloud Outages., issn 978-3-319-68065-1, vol. 10537, pp. 3 17, 2017 Link identifier #identifier_person_93595-40Dettaglio
  • BENEDETTO, FRANCESCO; GIUNTA, GAETANO; MASTROENI, Loretta Clara Letizia, A Computational Method for Predicting the Entropy of Energy Market Time Series, LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS, issn 0075-8442, vol. 682, pp. 39 44, 2016 Link identifier #identifier_person_46613-41Dettaglio
  • BENEDETTO, FRANCESCO; GIUNTA, GAETANO; MASTROENI, Loretta Clara Letizia, Signal Processing for Financial Markets (Trends, Opportunities, and Associated Risks), pp. 7339 7346, 2015 Link identifier #identifier_person_49648-42Dettaglio
  • MASTROENI, Loretta Clara Letizia, Cloud storage pricing: a comparison of current practices, pp. 27 34, 2013 Link identifier #identifier_person_48376-43Dettaglio
  • MASTROENI, Loretta Clara Letizia, Solution space size in credit risk simulation, pp. 101 106, 2013 Link identifier #identifier_person_189480-44Dettaglio
  • MASTROENI, Loretta Clara Letizia, Simulation of correlated financial defaults through smoothed Cross-Entropy, pp. 129 134, 2012 Link identifier #identifier_person_20845-45Dettaglio
  • MASTROENI, Loretta Clara Letizia, Compensation policies and risk in Service Level Agreements:  A Value-at-Risk approach under the ON-OFF service model, vol. 6995, pp. 2 13, 2011 Link identifier #identifier_person_8433-46Dettaglio
  • MASTROENI, Loretta Clara Letizia, Insuring against violations of service avaiability targets in service level agreements, vol. IEEE Catalog Number CFP1185N, pp. 539 542, 2011 Link identifier #identifier_person_197308-47Dettaglio
  • MASTROENI, Loretta Clara Letizia, Long-range evaluation of risk in the migration to cloud storage, pp. 260 266, 2011 Link identifier #identifier_person_186013-48Dettaglio
  • MASTROENI, Loretta Clara Letizia, Network protection through insurance: premium computation for ON-OFF service model, 2011 Link identifier #identifier_person_76252-49Dettaglio
  • MASTROENI, Loretta Clara Letizia, Storage buy-or-lease decisions in cloud computing under price uncertainty, 2011 Link identifier #identifier_person_121895-50Dettaglio
  • MASTROENI, Loretta Clara Letizia, Pricing of reservations for time-limited spectrum leases under overbooking, pp. 1 7, 2010 Link identifier #identifier_person_74244-51Dettaglio
  • MASTROENI, Loretta Clara Letizia, Spectrum reservation options for mobile virtual network operators, pp. 1 8, 2010 Link identifier #identifier_person_151624-52Dettaglio
  • MASTROENI, Loretta Clara Letizia, Option-based dynamic management of wireless spectrum, pp. 55 62, 2009 Link identifier #identifier_person_124901-53Dettaglio
  • MASTROENI, Loretta Clara Letizia, A Systems Biology mathematical approach to pharmaceutical research and economical implications, ,, 2007 Link identifier #identifier_person_173661-54Dettaglio
  • MASTROENI, Loretta Clara Letizia, Option pricing with vanishing stochastic volatility, 1999 Link identifier #identifier_person_12983-55Dettaglio
  • MASTROENI, Loretta Clara Letizia, Dynamic programming methods for the American option pricing problem with stochastic volatility, 1997 Link identifier #identifier_person_66386-56Dettaglio
  • MASTROENI, Loretta Clara Letizia, Optimal continuous control and variational inequalities for jump-diffusion processes in the American option pricing, 1996 Link identifier #identifier_person_73076-57Dettaglio
  • MASTROENI, Loretta Clara Letizia, Principi di Dualita’ nella Teoria dell’Ottimizzazione Economica, 1994 Link identifier #identifier_person_31321-58Dettaglio