Gregorio Pellegrini
From MaRDI portal
Person:1657902
Available identifiers
zbMath Open pellegrini.gregorioMaRDI QIDQ1657902
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 |
|---|---|---|
| Asymptotic expansion for some local volatility models arising in finance | 2020-01-31 | Paper |
| Polynomial chaos expansion approach to interest rate models | 2018-08-14 | Paper |
Research outcomes over time
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