Lucio Fiorin
From MaRDI portal
Person:2176358
Available identifiers
zbMath Open fiorin.lucioMaRDI QIDQ2176358
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 |
|---|---|---|
| Quantization goes polynomial | 2021-06-02 | Paper |
| Conic quantization: stochastic volatility and market implied liquidity | 2021-06-02 | Paper |
| Product Markovian quantization of a diffusion process with applications to finance | 2020-05-04 | Paper |
| Quantization meets Fourier: a new technology for pricing options | 2020-01-20 | Paper |
| Pricing via recursive quantization in stochastic volatility models | 2018-11-19 | Paper |
Research outcomes over time
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