Francesco Statti
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Low-rank tensor approximation for Chebyshev interpolation in parametric option pricing SIAM Journal on Financial Mathematics | 2020-11-07 | Paper |
| Unspanned stochastic volatility in the multifactor CIR model Mathematical Finance | 2019-10-31 | Paper |
Research outcomes over time
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