Preprints
  1. M. Briani, E. Cristiani, E. Iacomini Sensitivity analysis of the LWR model for traffic forecast on large networks using Wasserstein distance accepted for pubblication in CMS (2017). Preprint 2016: arXiv:1608.00126 [math.NA]
  2. Briani M., Caramellino L., Terenzi G., Zanette A. On a hybrid method using trees and finite-differences for pricing options in complex models Preprint 2016: arXiv:1603.07225 [q-fin.CP].
Papers, Proceedings and Book Chapters
  1. Briani M., Caramellino L., Zanette A. A hybrid tree/finite-difference approach for Heston-Hull-White type models. Journal of Computational Finance, to appear (accepted in March 2016). Preprint 2015: arXiv:1503.03705 [q-fin.CP].
  2. Briani, M., Piccoli, B. & Qiu, JM. Notes on RKDG methods for shallow-water equations in canal networks. J Sci Comput (2016) 68: 1101. https://doi.org/10.1007/s10915-016-0172-2
  3. M. BRIANI, L. CARAMELLINO, A. ZANETTE. A hybrid approach for the implementation of the Heston model. IMA Journal of Management Mathematics 2015; doi: 10.1093/imaman/dpv032 . (ArXiv:1307.7178).
  4. A. L. AMADORI, M. BRIANI, R. NATALINI. A non-local rare mutations model for quasispecies and Prisoner's dilemma: numerical assessment of qualitative behaviour European Journal of Applied Mathematics / FirstView Article / July 2015, 1-24. Published online: 20 July 2015, DOI: 10.1017/S0956792515000352 (ArXiv:1408.4154)
  5. AREGBA-DRIOLET D., BRIANI M., NATALINI R.. Time Asymptotic High Order Schemes for Dissipative BGK Hyperbolic Systems. Numer. Math. (2015), DOI: 10.1007/s00211-015-0720-y (ArXiv:1207.6279v1)
  6. BRIANI M., CRISTIANI E.. An easy-to-use algorithm for simulating traffic flow on networks: Theoretical study Netw. Heterog. Media, 9 (2014), 519-552. (ArXiv:1401.1651)
  7. BRETTI G., BRIANI M., CRISTIANI E. (2014). An easy-to-use approach for simulating traffic flow on networks: Numerical experiments. Discrete and Continuous Dynamical Systems - Series S (DCDS-S) Vol. 7, no. 3 June 2014 - Pages : 379 - 394. (ArXiv:1310.8329)
  8. M. BRIANI, G. GERMANI, E. IANNONE. M. MORONI, R. NATALINI (2013). Design and Optimization of Reaction Chamber and Detection System in Dynamic Labs-on-Chip for Proteins Detection. IEEE Transactions on Biomedical Engineering, 60 (2013), 2161--2166.
  9. AREGBA-DRIOLET D., BRIANI M., NATALINI R. (2012). How to improve the decay of the numerical error for large times: the case of dissipative BGK systems. Proceedings of Hyp2012 - the 14th International Conference on Hyperbolic Problems held in Padova, Italy
  10. PAPI M, BRIANI M. (2011). A PDE-based approach for pricing Mortgage-Backed Securities. Advanced Mathematical Methods for Finance. , ISBN/ISSN: 978-3-642-18411-6, doi: 10.1007/978-3-642-18412-3
  11. BRIANI M., FRAIOLI V, MIGLIACCIO Mna, DI BLASIO G, LUCCHINI T, ETTORRE D (2011). Multi-dimensional Modeling of Combustion in Compression Ignition Engines Operating with Variable Charge Premixing Levels. SAE TECHNICAL PAPER, ISSN: 0148-7191
  12. D. VERGNI, F. CASTIGLIONE, BRIANI M., S. MIDDEI, E. ALBERDI, K. G. REYMANN, R. NATALINI, C. VOLONTÉ, C. MATUTE, F. CAVALIERE (2009). A Model of Ischemia-Induced Neuroblast Activation in the Adult Subventricular Zone. PLOS ONE, ISSN: 1932-6203
  13. ANTONELLI L, D'AMBRA P, BRIANI M., FRAIOLI V (2009). Positivity issues in adaptive solution of detailed chemical schemes for engine simulations. COMMUNICATIONS TO SIMAI CONGRESS, vol. 3, ISSN: 1827-9015
  14. MIGLIACCIO M, BEATRICE C, BRIANI M., FRAIOLI V (2009). Numerical simulations of Diesel engine combustion by means of OpenFOAM CFD ToolBox. SAE TECHNICAL PAPER, ISSN: 0148-7191
  15. A. APROVITOLA, BRIANI M., V. FRAIOLI, M.NA MIGLIACCIO (2009). Effects of Turbulence Modeling for Diesel Engine Simulation within the OpenFOAM toolkit. In: ThermaComp2009, ISBN/ISSN: 978-88-7431-459-1
  16. Camacho Carmen, Zou Benteng, Briani M (2008). On the dynamics of capital accumulation across space. European Journal of Operational Research, ISSN: 0377-2217
  17. D. AREGBA-DRIOLLET, BRIANI M., R. NATALINI (2008). Asymptotic high-order schemes for 2X2 dissipative hyperbolic systems. SIAM JOURNAL ON NUMERICAL ANALYSIS, vol. 2; p. 869-894, ISSN: 0036-1429
  18. BRIANI M., R. NATALINI, G. RUSSO (2007). Implicit-Explicit Numerical Schemes for Jump-Diffusion Processes. CALCOLO, (44), 33-57. ISSN: 0008-0624
  19. M. BERNASCHI, BRIANI M., M. PAPI, D. VERGNI (2007). Scenario-Generation Methods for an Optimal Public Debt. QUANTITATIVE FINANCE, ISSN: 1469-7688
  20. BRIANI M., R. NATALINI (2006). Asymptotic high-order schemes for integro-differential problems arising in markets with jumps. COMMUNICATIONS IN MATHEMATICAL SCIENCES, vol. 4; p. 81-96, ISSN: 1539-6746
  21. BRIANI M., LA CHIOMA C, NATALINI R (2004). Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory. NUMERISCHE MATHEMATIK, vol. 4; p. 607-646, ISSN: 0029-599X
  22. BERNASCHI M, BRIANI M., GOZZI F, PAPI M, SBARAGLIA S (2003). A Model for the Optimal Asset-Liability Management for Insurance Companies. INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, vol. 6; p. 227, ISSN: 0219-0249
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Maya Briani
Contact
Email: m.briani(at)iac.cnr.it
Ph.: +39-0649270964
skype: maya.briani

Adress
Istituto per le Applicazioni del Calcolo - CNR
Via dei Taurini, 19; 00185 Rome, Italy