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~person:"Capriotti, Luca"
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Capriotti, Luca
Platen, Eckhard
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Jackwerth, Jens Carsten
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CAPRIOTTI, LUCA
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Constantinaides, George M.
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International journal of theoretical and applied finance
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A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
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2
Approximation methods for inhomogeneous geometric Brownian motion
Capriotti, Luca
;
Jiang, Yupeng
;
Shaimerdenova, Gaukhar
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012012939
Saved in:
3
An effective approximation for zero-coupon bonds and arrow-debreu prices in the Black-Karasinski model
Stehlíková, Beáta
;
Capriotti, Luca
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010438534
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