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 Decisions in Economics and Finance | 2020-01-31 | Paper |
| Polynomial chaos expansion approach to interest rate models Journal of Probability and Statistics | 2018-08-14 | Paper |
Research outcomes over time
This page was built for person: Gregorio Pellegrini
