Gregorio Pellegrini
From MaRDI portal
Person:1657902
Available identifiers
zbMath Open pellegrini.gregorioMaRDI QIDQ1657902
List of research outcomes
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
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Gregorio Pellegrini