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Briani, Maya
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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:
2
A hybrid approach for the implementation of the Heston model
Briani, Maya
;
Caramellino, Lucia
;
Zanette, Antonio
- In:
IMA journal of management mathematics
28
(
2017
)
4
,
pp. 467-500
Persistent link: https://www.econbiz.de/10011845242
Saved in:
3
A hybrid tree/finite-difference approach for Heston-Hull-White-type models
Briani, Maya
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011848334
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