Marc Romano

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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!

PublicationDate of PublicationType
Contingent claims and market completeness in a stochastic volatility model.
Mathematical Finance
2001-03-29Paper
scientific article; zbMATH DE number 1222777 (Why is no real title available?)1999-10-18Paper
CRITICAL STOCK PRICE NEAR EXPIRATION
Mathematical Finance
1997-03-23Paper
CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1995-10-15Paper
scientific article; zbMATH DE number 622486 (Why is no real title available?)1994-08-21Paper
Optimal Control on the $L^\infty $ Norm of a Diffusion Process
SIAM Journal on Control and Optimization
1994-06-29Paper
scientific article; zbMATH DE number 222339 (Why is no real title available?)1993-06-29Paper


Research outcomes over time


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