The following pages link to Simona Sanfelici (Q926316):
Displaying 21 items.
- Optimal impulse control on an unbounded domain with nonlinear cost functions (Q926317) (← links)
- (Q1023628) (redirect page) (← links)
- Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (Q1023629) (← links)
- Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
- An application of nonparametric volatility estimators to option pricing (Q2343108) (← links)
- Assessing the quality of volatility estimators via option pricing (Q2509440) (← links)
- A boundary element approach to barrier option pricing in Black–Scholes framework (Q2804924) (← links)
- Estimation of quarticity with high-frequency data (Q2873034) (← links)
- Fourier-Malliavin Volatility Estimation (Q2953881) (← links)
- Calibration of a nonlinear feedback option pricing model (Q3439871) (← links)
- Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps (Q3460257) (← links)
- (Q4248953) (← links)
- (Q4345381) (← links)
- Convergence of the Galerkin approximation of a degenerate evolution problem in electrocardiology (Q4537639) (← links)
- Firm’s Volatility Risk Under Microstructure Noise (Q4561900) (← links)
- High-frequency volatility of volatility estimation free from spot volatility estimates (Q4619498) (← links)
- (Q4699256) (← links)
- Numerical Simulations of Fractionated Electrograms and Pathological Cardiac Action Potential (Q4827199) (← links)
- A Mellin transform approach to barrier option pricing (Q5125033) (← links)
- A fractional model for the COVID-19 pandemic: Application to Italian data (Q5859960) (← links)
- Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code) (Q6164526) (← links)
