Preprints
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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]
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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
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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].
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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
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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).
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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)
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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)
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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)
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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)
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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.
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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
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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
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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
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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
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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
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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
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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
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Camacho Carmen, Zou Benteng, Briani M (2008). On the dynamics of capital accumulation across space. European Journal of Operational Research, ISSN: 0377-2217
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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
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BRIANI M., R. NATALINI, G. RUSSO (2007).
Implicit-Explicit Numerical Schemes for Jump-Diffusion
Processes. CALCOLO, (44), 33-57. ISSN: 0008-0624
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M. BERNASCHI, BRIANI M., M. PAPI, D. VERGNI (2007).
Scenario-Generation Methods for an Optimal Public Debt.
QUANTITATIVE FINANCE, ISSN: 1469-7688
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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
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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
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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
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