Claudia La Chioma

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
scientific article; zbMATH DE number 5593426 (Why is no real title available?)2009-08-10Paper
Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions
Numerische Mathematik
2008-09-09Paper
HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES
Mathematical Finance
2007-11-21Paper
OPTIMAL STRATEGIES FOR THE ISSUANCES OF PUBLIC DEBT SECURITIES
International Journal of Theoretical and Applied Finance
2005-03-30Paper
Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory
Numerische Mathematik
2005-01-19Paper
Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations
Stochastics and Stochastic Reports
2004-09-29Paper


Research outcomes over time


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