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Fiorin, Lucio
21  Ergebnisse:
Personensuche X
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1

Quantization goes polynomial:

Callegaro, Giorgia ; Fiorin, Lucio ; Pallavicini, Andrea
Quantitative Finance.  21 (2020)  3 - p. 361-376 , 2020
Link: https://doi.org/10.1080/..
 
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2

Conic quantization: stochastic volatility and market implie..:

Fiorin, Lucio ; Schoutens, Wim
Quantitative Finance.  20 (2019)  4 - p. 531-542 , 2019
Link: https://doi.org/10.1080/..
 
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3

Quantization meets Fourier: a new technology for pricing op..:

Callegaro, Giorgia ; Fiorin, Lucio ; Grasselli, Martino
Annals of Operations Research.  282 (2018)  1-2 - p. 59-86 , 2018
Link: https://doi.org/10.1007/..
 
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4

Product Markovian Quantization of a Diffusion Process with ..:

Fiorin, Lucio ; Pagès, Gilles ; Sagna, Abass
Methodology and Computing in Applied Probability.  21 (2018)  4 - p. 1087-1118 , 2018
Link: https://doi.org/10.1007/..
 
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5

Pricing via recursive quantization in stochastic volatility..:

Callegaro, Giorgia ; Fiorin, Lucio ; Grasselli, Martino
Quantitative Finance.  17 (2016)  6 - p. 855-872 , 2016
Link: https://doi.org/10.1080/..
 
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6

Estimation of Historical volatility and Allocation strategi..:

Fiorin, Lucio
http://arxiv.org/abs/2208.03164.  , 2022
Link: http://arxiv.org/abs/220..
 
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7

Quantization goes polynomial:

Callegaro Giorgia ; Pallavicini Andrea ; Fiorin Lucio
info:eu-repo/semantics/altIdentifier/wos/WOS:000586106800001.  , 2021
Link: http://hdl.handle.net/11..
 
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8

Essays on Quantization in Financial Mathematics:

Fiorin, Lucio
http://hdl.handle.net/11577/3427145.  , 2018
Link: http://hdl.handle.net/11..
 
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9

Quantization goes Polynomial:

Callegaro, Giorgia ; Fiorin, Lucio ; Pallavicini, Andrea
http://arxiv.org/abs/1710.11435.  , 2017
Link: http://arxiv.org/abs/171..
 
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10

Markovian and product quantization of an $\mathbb R^d$-valu..:

Lucio, Fiorin ; Pagès, Gilles ; Sagna, Abass
info:eu-repo/semantics/altIdentifier/arxiv/1511.01758.  , 2019
Link: https://hal.science/hal-..
 
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11

Markovian and product quantization of an $\mathbb R^d$-valu..:

Lucio, Fiorin ; Pagès, Gilles ; Sagna, Abass
info:eu-repo/semantics/altIdentifier/arxiv/1511.01758.  , 2019
Link: https://hal.science/hal-..
 
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12

Markovian and product quantization of an $\mathbb R^d$-valu..:

Lucio, Fiorin ; Pagès, Gilles ; Sagna, Abass
info:eu-repo/semantics/altIdentifier/arxiv/1511.01758.  , 2019
Link: https://hal.science/hal-..
 
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13

Markovian and product quantization of an $\mathbb R^d$-valu..:

Lucio, Fiorin ; Pagès, Gilles ; Sagna, Abass
info:eu-repo/semantics/altIdentifier/arxiv/1511.01758.  , 2019
Link: https://hal.science/hal-..
 
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14

Product Markovian quantization of an R^d -valued Euler sche..:

Lucio, Fiorin ; Pagès, Gilles ; Sagna, Abass
info:eu-repo/semantics/altIdentifier/arxiv/1511.01758.  , 2017
Link: https://hal.archives-ouv..
 
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15

Product Markovian quantization of an R^d -valued Euler sche..:

Lucio, Fiorin ; Pagès, Gilles ; Sagna, Abass
http://arxiv.org/abs/1511.01758.  , 2015
Link: http://arxiv.org/abs/151..
 
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