BRIANI, MAYA
BRIANI, MAYA
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A hybrid tree/finite-difference approach for heston-hull-white-type models
2017-01-01 Briani, M; Caramellino, L; Zanette, A
Convergence rate of Markov chains and hybrid numerical schemes to jump-diffusion with application to the Bates model
2021-01-01 Briani, M; Caramellino, L; Terenzi, G
NUMERICAL STABILITY of A HYBRID METHOD for PRICING OPTIONS
2019-01-01 Briani, M; Caramellino, L; Terenzi, G; Zanette, A
Data di pubblicazione | Titolo | Autore(i) | Tipo | File |
---|---|---|---|---|
1-gen-2017 | A hybrid tree/finite-difference approach for heston-hull-white-type models | Briani, M; Caramellino, L; Zanette, A | Articolo su rivista | |
1-gen-2021 | Convergence rate of Markov chains and hybrid numerical schemes to jump-diffusion with application to the Bates model | Briani, M; Caramellino, L; Terenzi, G | Articolo su rivista | |
1-gen-2019 | NUMERICAL STABILITY of A HYBRID METHOD for PRICING OPTIONS | Briani, M; Caramellino, L; Terenzi, G; Zanette, A | Articolo su rivista |