Valentina Prezioso
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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!
| Publication | Date of Publication | Type |
|---|---|---|
| Monte Carlo variance reduction by conditioning for pricing with underlying a continuous-time finite state Markov process SIAM Journal on Financial Mathematics | 2015-01-20 | Paper |
| RATE OF CONVERGENCE OF MONTE CARLO SIMULATIONS FOR THE HOBSON–ROGERS MODEL International Journal of Theoretical and Applied Finance | 2009-04-21 | Paper |
Research outcomes over time
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