The following pages link to Antonino Zanette (Q545526):
Displaying 24 items.
- Pricing cliquet options by tree methods (Q545527) (← links)
- Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model (Q659140) (← links)
- A mixed PDE-Monte Carlo approach for pricing credit default index swaptions (Q882492) (← links)
- A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
- Pricing American barrier options with discrete dividends by binomial trees (Q1037388) (← links)
- Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
- Fast binomial procedures for pricing Parisian/ParAsian options (Q1789619) (← links)
- Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate (Q2044803) (← links)
- Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem (Q2158055) (← links)
- Computing credit valuation adjustment solving coupled PIDEs in the Bates model (Q2221460) (← links)
- New insights on testing the efficiency of methods of pricing and hedging American options (Q2456420) (← links)
- Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q2520430) (← links)
- THE BINOMIAL INTERPOLATED LATTICE METHOD FOR STEP DOUBLE BARRIER OPTIONS (Q2929371) (← links)
- Monte Carlo methods for pricing and hedging American options in high dimension (Q3119589) (← links)
- ADAPTIVE FINITE ELEMENT METHODS FOR LOCAL VOLATILITY EUROPEAN OPTION PRICING (Q4653566) (← links)
- Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044) (← links)
- A hybrid approach for the implementation of the Heston model (Q5046610) (← links)
- NUMERICAL STABILITY OF A HYBRID METHOD FOR PRICING OPTIONS (Q5207491) (← links)
- Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933) (← links)
- A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model (Q5382670) (← links)
- Efficient pricing of swing options in Lévy-driven models (Q5397406) (← links)
- The singular points binominal method for pricing American path-dependent options (Q5411510) (← links)
- Parabolic ADI Methods for Pricing American Options on Two Stocks (Q5704067) (← links)
- Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model (Q5742647) (← links)
