C. Guardasoni

Available identifiers

zbMath Open guardasoni.chiaraMaRDI QIDQ1960244

List of research outcomes

Publication	Date of Publication	Type
BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options	2024-06-11	Paper
Weak imposition of boundary conditions for the boundary element method in the time domain	2024-05-30	Paper
A space-time energetic BIE method for 3D elastodynamics: the Dirichlet case	2023-12-02	Paper
Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code)	2023-07-04	Paper
Highly accurate quadrature schemes for singular integrals in energetic BEM applied to elastodynamics	2022-04-05	Paper
Energetic boundary element method for accurate solution of damped waves hard scattering problems	2021-12-13	Paper
A Mellin transform approach to barrier option pricing	2020-09-30	Paper
Energetic BEM for the Numerical Solution of 2D Hard Scattering Problems of Damped Waves by Open Arcs	2020-06-29	Paper
Application of energetic BEM to 2D elastodynamic soft scattering problems	2020-05-12	Paper
Efficient BEM-based algorithm for pricing floating strike Asian barrier options (with MATLAB\(^\circledR\) code)	2020-03-20	Paper
Restrictions matrices for Platonic solids invariance and applications to space-time energetic BEM	2019-07-26	Paper
Numerical pricing of geometric Asian options with barriers	2019-01-24	Paper
Collocation boundary element method for the pricing of geometric Asian options	2018-08-15	Paper
Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes)	2018-06-20	Paper
Energetic BEM for the numerical analysis of 2D Dirichlet damped wave propagation exterior problems	2017-07-25	Paper
Energetic BEM-FEM coupling for the numerical solution of the damped wave equation	2017-07-19	Paper
Comparison between numerical methods applied to the damped wave equation	2017-04-04	Paper
Energetic BEM-FEM coupling for wave propagation in 3D multidomains	2016-12-30	Paper
A stable 3D energetic Galerkin BEM approach for wave propagation interior problems	2016-12-13	Paper
Restriction matrices in space-time energetic BEM	2016-12-13	Paper
A numerical study of energetic BEM-FEM applied to wave propagation in 2D multidomains	2016-06-27	Paper
A boundary element approach to barrier option pricing in Black-Scholes framework	2016-05-06	Paper
Fast numerical pricing of barrier options under stochastic volatility and jumps	2016-01-07	Paper
Energetic BEM-FEM coupling for wave propagation in layered media	2015-12-14	Paper
Energetic BEM for domain decomposition in 2D wave propagation problems	2015-12-14	Paper
Neumann exterior wave propagation problems: computational aspects of 3D energetic Galerkin BEM	2013-08-26	Paper
Energetic boundary element method analysis of wave propagation in 2D multilayered media	2012-09-11	Paper
Numerical integration schemes for applications of energetic Galerkin BEM to wave propagation problems	2012-01-18	Paper
On the energetic Galerkin boundary element method applied to interior wave propagation problems	2011-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q3162196	2010-10-19	Paper
Numerical integration schemes for space-time hypersingular integrals in energetic Galerkin BEM	2010-10-13	Paper
An energy approach to space-time Galerkin BEM for wave propagation problems	2009-12-07	Paper
A space-time energetic formulation for wave propagation analysis by BEMs	2009-04-14	Paper
On the numerical solution of a BGK-type model for chemical reactions	2007-06-14	Paper

Research outcomes over time

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