Nicola Bruti-Liberati

Available identifiers

zbMath Open bruti-liberati.nicolaMaRDI QIDQ841848

List of research outcomes

Publication	Date of Publication	Type
On Weak Predictor–Corrector Schemes for Jump-Diffusion Processes in Finance	2014-09-29	Paper
Numerical solution of stochastic differential equations with jumps in finance	2010-08-04	Paper
Real-world jump-diffusion term structure models	2010-03-11	Paper
Alternative defaultable term structure models	2009-09-18	Paper
STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS	2008-12-11	Paper
A hardware generator of multi-point distributed random numbers for Monte Carlo simulation	2008-03-26	Paper
Approximation of jump diffusions in finance and economics	2007-08-17	Paper
Strong approximations of stochastic differential equations with jumps	2007-06-14	Paper
First Order Strong Approximations of Jump Diffusions	2007-04-10	Paper
Computational Science - ICCS 2004	2005-12-23	Paper

Research outcomes over time

This page was built for person: Nicola Bruti-Liberati