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Computational Management Science : CMS
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Pricing cliquet options by tree methods
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
Computational Management Science : CMS
8
(
2011
)
1/2
,
pp. 125-135
Persistent link: https://www.econbiz.de/10008992059
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Fast binomial procedures for pricing Parisian/ParAsian options
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
Computational Management Science : CMS
14
(
2017
)
3
,
pp. 313-331
Persistent link: https://www.econbiz.de/10011710827
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3
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenege, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 217-248
Persistent link: https://www.econbiz.de/10011993464
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