Anna Maria Gambaro
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Person:1667417
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 |
|---|---|---|
| General lattice methods for arithmetic Asian options European Journal of Operational Research | 2020-01-23 | Paper |
| A market-consistent framework for the fair evaluation of insurance contracts under Solvency II Decisions in Economics and Finance | 2019-10-23 | Paper |
| Approximate pricing of swaptions in affine and quadratic models Quantitative Finance | 2018-11-19 | Paper |
| Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts Insurance Mathematics & Economics | 2018-08-28 | Paper |
Research outcomes over time
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