Alessandro Fina

Publication Activity (10 Years)

Years Active: 2024-2024
Publications (10 Years): 1

Top Topics

Historical Data

Stochastic Model

Feature Vectors

Maximum Likelihood

Top Venues

Math. Comput. Simul.

Publications

Alessandro Fina, Alessandro Gnoatto, Athena Picarelli
Quantization of stochastic volatility models: Numerical tests and an open source implementation. Math. Comput. Simul. 225 (2024)