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~person:"Goudenège, Ludovic"
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Search: person:"Zanette, Antonino"
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Option pricing theory
4
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Goudenège, Ludovic
Zanette, Antonino
35
Gaudenzi, Marcellino
16
Caramellino, Lucia
7
Molent, Andrea
6
Costabile, Massimo
4
Appolloni, Elisa
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Briani, Maya
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Massabò, Ivar
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Pressacco, Flavio
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Ziani, Laura
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Jourdain, Benjamin
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APPOLLONI, ELISA
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Antonietta Lepellere, Maria
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Bally, Vlad
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Ern, Alexandre
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GAUDENZI, MARCELLINO
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Goudenege, Ludovic
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Kudryavtsev, Oleg
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Lelong, Jérôme
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Lepellere, Maria Antonietta
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Massabo, Ivar
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Terenzi, Giulia
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Villeneuve, Stephane
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Villeneuve, Stéphane
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ZANETTE, ANTONINO
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Computational management science
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Decisions in economics and finance : a journal of applied mathematics
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European journal of operational research : EJOR
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Quantitative finance
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Theoretical economics letters
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ECONIS (ZBW)
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Moving average options : machine learning and Gauss-Hermite quadrature for a double non-Markovian problem
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 958-974
Persistent link: https://www.econbiz.de/10013364051
Saved in:
2
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:
3
Computing credit valuation adjustment solving coupled PIDEs in the Bates model
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Computational management science
17
(
2020
)
2
,
pp. 163-178
Persistent link: https://www.econbiz.de/10012272056
Saved in:
4
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 573-591
Persistent link: https://www.econbiz.de/10012194908
Saved in:
5
Fourier-Cosine method for pricing and hedging insurance derivatives
Goudenège, Ludovic
;
Molent, Andrea
;
Wei, Xiao
; …
- In:
Theoretical economics letters
8
(
2018
)
3
,
pp. 282-291
Persistent link: https://www.econbiz.de/10011822600
Saved in:
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