Valentina Prezioso
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Person:2940771
Available identifiers
zbMath Open prezioso.valentinaMaRDI QIDQ2940771
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 |
|---|---|---|
| Monte Carlo Variance Reduction by Conditioning for Pricing with Underlying a Continuous-Time Finite State Markov Process | 2015-01-20 | Paper |
| RATE OF CONVERGENCE OF MONTE CARLO SIMULATIONS FOR THE HOBSON–ROGERS MODEL | 2009-04-21 | Paper |
Research outcomes over time
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