Nicola Bruti-Liberati

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
On weak predictor-corrector schemes for jump-diffusion processes in finance Topics in Numerical Methods for Finance	2014-09-29	Paper
Numerical solution of stochastic differential equations with jumps in finance Stochastic Modelling and Applied Probability	2010-08-04	Paper
Real-world jump-diffusion term structure models Quantitative Finance	2010-03-11	Paper
Alternative defaultable term structure models Asia-Pacific Financial Markets	2009-09-18	Paper
STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS Stochastics and Dynamics	2008-12-11	Paper
A hardware generator of multi-point distributed random numbers for Monte Carlo simulation Mathematics and Computers in Simulation	2008-03-26	Paper
Approximation of jump diffusions in finance and economics Computational Economics	2007-08-17	Paper
Strong approximations of stochastic differential equations with jumps Journal of Computational and Applied Mathematics	2007-06-14	Paper
First Order Strong Approximations of Jump Diffusions Monte Carlo Methods and Applications	2007-04-10	Paper
Computational Science - ICCS 2004 Lecture Notes in Computer Science	2005-12-23	Paper

Research outcomes over time

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