Federica Sica
From MaRDI portal
Person:829232
Available identifiers
zbMath Open sica.federicaMaRDI QIDQ829232
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 |
|---|---|---|
| Reconstruction of volatility surfaces: a first computational study | 2024-06-17 | Paper |
| A note on the numerical resolution of Heston PDEs | 2021-05-05 | Paper |
| RBF methods in a stochastic volatility framework for Greeks computation | 2020-06-10 | Paper |
| Greeks computation in the option pricing problem by means of RBF-PU methods | 2020-04-15 | Paper |
Research outcomes over time
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