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M

Martino Grasselli

University of Padua

15H指数
76论文数
990被引数
收录论文 5
发表时间
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Recent advances in mathematical methods for finance
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2024-04-04
err0
errOAAI
errCallegaro, Giorgia; Fontana, Claudio; Grasselli, Martino; Runggaldier, Wolfgang J.; Vargiolu, Tiziano
err分享
err收藏
A fully quantization-based scheme for FBSDEs
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2023-03-01
err2
errOAAI
errCallegaro, Giorgia; Gnoatto, Alessandro; Grasselli, Martino
err分享
err收藏
A general framework for a joint calibration of VIX and VXX options
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2023-02-04
err1
PREAI
errGrasselli, Martino; Mazzoran, Andrea; Pallavicini, Andrea
err分享
err收藏
Quantization meets Fourier: a new technology for pricing options
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2018-10-06
err10
PREAI
errCallegaro, Giorgia; Fiorin, Lucio; Grasselli, Martino
err分享
err收藏
Pricing currency derivatives under the benchmark approach
errJOURNAL OF BANKING & FINANCE
IF3.8
err2015-04-01
err17
errOAAI
errBaldeaux, Jan; Grasselli, Martino; Platen, Eckhard
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
E
Eckhard Platen
H 指数: 37 · 论文数: 489
A
Andrea Pallavicini
H 指数: 24 · 论文数: 124
W
Wolfgang J. Runggaldier
H 指数: 23 · 论文数: 153
C
Claudio Fontana
H 指数: 14 · 论文数: 91
T
Tiziano Vargiolu
H 指数: 13 · 论文数: 93
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