Lucio Fiorin
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 |
|---|---|---|
| Conic quantization: stochastic volatility and market implied liquidity Quantitative Finance | 2021-06-02 | Paper |
| Quantization goes polynomial Quantitative Finance | 2021-06-02 | Paper |
| Product Markovian quantization of a diffusion process with applications to finance Methodology and Computing in Applied Probability | 2020-05-04 | Paper |
| Quantization meets Fourier: a new technology for pricing options Annals of Operations Research | 2020-01-20 | Paper |
| Pricing via recursive quantization in stochastic volatility models Quantitative Finance | 2018-11-19 | Paper |
Research outcomes over time
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