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2008 | ||
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2 | EE | Flavio Pressacco, Marcellino Gaudenzi, Antonino Zanette, Laura Ziani: New insights on testing the efficiency of methods of pricing and hedging American options. European Journal of Operational Research 185(1): 235-254 (2008) |
2002 | ||
1 | EE | Stephane Villeneuve, Antonino Zanette: Parabolic ADI Methods for Pricing America Options on Two Stocks. Math. Oper. Res. 27(1): 121-149 (2002) |
1 | Marcellino Gaudenzi | [2] |
2 | Flavio Pressacco | [2] |
3 | Stephane Villeneuve | [1] |
4 | Laura Ziani | [2] |