Browsing by Author Sanfelici, Simona
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 14-Nov-2024 | Climate-related default probabilities | Blanc-Blocquel, Augusto; Ortiz Gracia, Luis; Sanfelici, Simona |
| 1-Apr-2023 | Fast barrier option pricing by the COS BEM method in Heston model | Aimi, Alessandra; Guardasoni, Chiara; Ortiz Gracia, Luis; Sanfelici, Simona |