Marina Marena
Associate Professor
- Department of Economics, Social Studies, Applied Mathematics and Statistics
- SSD: SECS-S/06 - mathematical methods of economy, finance and actuarial sciences
- ORCID: orcid.org/0000-0002-0991-7945
Contacts
At
- Department of Economics, Social Studies, Applied Mathematics and Statistics
- Dipartimento di Scienze economico-sociali e matematico-statistiche
- Corso di studio in Economia
- Quantitative Finance and Insurance
Research products
All my research productsCourses
- FIXED INCOME (SEM0021)
Quantitative Finance and Insurance - MATEMATICA PER L'ECONOMIA I (SEM0096)
Corso di studio in Economia - MATHEMATICS FOR ECONOMICS I (SEM0157)
Corso di studio in Economia
Research groups
Research projects
- Stochastic dynamic optimization, multidimensional ambiguity aversion, and nonlinear kinetic equations
- Calcolo stocastico con applicazioni in finanza e assicurazioni, matematica per modelli dinamici di preferenze con avversione all'incertezza e limiti idrodinamici di equazioni cinetiche
- Mathematical methods for stochastic optimal control problems, kinetic equations, multivariate OU processes and decision theory
- Quantum kinetic equations, ambiguity aversion Quantum kinetic equations, ambiguity aversion, stochastic modeling and optimization
- Multidimensional Lévy-driven OU processes, Stochastic control theory for intertemporal non-linear optimization problems, Transport equations
- Decision-making via multivariate Lévy processes, stochastic control theory, and dissipative Boltzmann-type equations
Activities in agenda
Academic bodies
Office hours
Esomas department, fourth floor. On appointment via email.Componente della Commissione per l'Orientamento, il Tutorato ed il Placement della Scuola di Management ed Economia