GNOATTO, ALESSANDRO
GNOATTO, ALESSANDRO
Dipartimento di Matematica "Tullio Levi-Civita" - DM
Mostra
records
Risultati 1 - 5 di 5 (tempo di esecuzione: 0.015 secondi).
A fully quantization-based scheme for FBSDEs
2023 Callegaro, G.; Gnoatto, A.; Grasselli, M.
Analytic pricing of volatility-equity options within affine models: an efficient conditioning technique
2015 Da Fonseca, José; Gnoatto, Alessandro; Grasselli, Martino
CBI-time-changed Lévy processes for multi-currency modeling
2024 Fontana, Claudio; Gnoatto, Alessandro; Szulda, Guillaume
General closed-form basket option pricing bounds
2016 Caldana, Ruggero; Fusai, Gianluca; Gnoatto, Alessandro; Grasselli, Martino
Wishart processes: theory and applications in mathematical finance
2012 Gnoatto, Alessandro