Nicola Cantarutti

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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!

PublicationDate of PublicationType
Multinomial method for option pricing under variance gamma
International Journal of Computer Mathematics
2022-02-16Paper
Indifference Pricing in a Market with Transaction Costs and Jumps
Novel Methods in Computational Finance
2019-02-28Paper


Research outcomes over time


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