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 |
|---|---|---|
| A fast numerical method to price American options under the Bates model Computers & Mathematics with Applications | 2017-03-15 | Paper |
| A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE Chaos, Solitons and Fractals | 2017-02-10 | Paper |
| A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS International Journal of Apllied Mathematics | 2014-03-25 | Paper |
Research outcomes over time
This page was built for person: Liliana Cecere
