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 |
|---|---|---|
| An improved least squares Monte Carlo valuation method based on heteroscedasticity European Journal of Operational Research | 2018-02-06 | Paper |
| Pricing and hedging basket options with exact moment matching Insurance Mathematics & Economics | 2016-11-21 | Paper |
| Pricing and hedging basket options with exact moment matching Insurance Mathematics & Economics | 2016-11-21 | Paper |
| An improved method for pricing and hedging long dated American options European Journal of Operational Research | 2016-10-07 | Paper |
Research outcomes over time
This page was built for person: Tommaso Paletta
