Tommaso Paletta
From MaRDI portal
Person:323393
Available identifiers
zbMath Open paletta.tommasoMaRDI QIDQ323393
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
An improved least squares Monte Carlo valuation method based on heteroscedasticity | 2018-02-06 | Paper |
Pricing and hedging basket options with exact moment matching | 2016-11-21 | Paper |
An improved method for pricing and hedging long dated American options | 2016-10-07 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Tommaso Paletta