Liliana Cecere

From MaRDI portal
Person:508290

Available identifiers

zbMath Open cecere.lilianaMaRDI QIDQ508290

List of research outcomes





PublicationDate of PublicationType
A fast numerical method to price American options under the Bates model2017-03-15Paper
A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE2017-02-10Paper
A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS2014-03-25Paper

Research outcomes over time

This page was built for person: Liliana Cecere

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Person:508290&oldid=7832214"
Powered by MediaWiki