2008 | ||
---|---|---|
2 | EE | Marina Marena, Daniele Marazzina, Gianluca Fusai: Option pricing, maturity randomization and grid computing. IPDPS 2008: 1-8 |
2006 | ||
1 | EE | Gianluca Fusai, I. David Abrahams, Carlo Sgarra: An exact analytical solution for discrete barrier options. Finance and Stochastics 10(1): 1-26 (2006) |
1 | I. David Abrahams | [1] |
2 | Daniele Marazzina | [2] |
3 | Marina Marena | [2] |
4 | Carlo Sgarra | [1] |