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~person:"Fackler, Paul L."
~person:"Zanette, Antonino"
~source:"econis"
~subject:"Mathematische Methode"
~subject:"Numerical analysis"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Fackler, Paul L.
Zanette, Antonino
Forsyth, Peter A.
4
Vetzal, Kenneth R.
4
Zvan, R.
4
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3
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International journal of theoretical and applied finance
2
Decisions in economics and finance : a journal of applied mathematics
1
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ECONIS (ZBW)
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Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012587815
Saved in:
2
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
3
Adaptive finite element methods for local volatility European option pricing
Ern, Alexandre
;
Villeneuve, Stéphane
;
Zanette, Antonino
- In:
International journal of theoretical and applied finance
7
(
2004
)
6
,
pp. 659-684
Persistent link: https://www.econbiz.de/10002200623
Saved in:
4
Applied computational economics and finance
Miranda, Mario J.
;
Fackler, Paul L.
-
2002
Persistent link: https://www.econbiz.de/10001674378
Saved in:
5
Applied computational economics and finance
Miranda, Mario J.
;
Fackler, Paul L.
-
2002
Persistent link: https://www.econbiz.de/10012682030
Saved in:
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