Elisa Appolloni

From MaRDI portal



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
A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model
IMA Journal of Management Mathematics
2019-06-18Paper
The binomial interpolated lattice method for step double barrier options
International Journal of Theoretical and Applied Finance
2014-11-12Paper


Research outcomes over time


This page was built for person: Elisa Appolloni