Tommaso Paletta
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Person:323393
Available identifiers
zbMath Open paletta.tommasoMaRDI QIDQ323393
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 | 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
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