Tommaso Pellegrino
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Person:3304209
Available identifiers
zbMath Open pellegrino.tommasoMaRDI QIDQ3304209
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 |
|---|---|---|
| Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives | 2020-08-05 | Paper |
| Enhancing least squares Monte Carlo with diffusion bridges: an application to energy facilities | 2018-09-19 | Paper |
Research outcomes over time
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