Giulia Terenzi
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Person:5151931
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 |
|---|---|---|
| Convergence rate of Markov chains and hybrid numerical schemes to jump-diffusion with application to the Bates model SIAM Journal on Numerical Analysis | 2021-02-23 | Paper |
| Numerical stability of a hybrid method for pricing options International Journal of Theoretical and Applied Finance | 2020-01-02 | Paper |
| Option prices in stochastic volatility models | 2019-11-11 | Paper |
| Variational Formulation of American Option Prices in the Heston Model SIAM Journal on Financial Mathematics | 2019-07-26 | Paper |
| Properties of the American price function in the Heston-type models | 2019-04-02 | Paper |
Research outcomes over time
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