Andrea Molent

Publication Activity (10 Years)

Years Active: 2019-2022
Publications (10 Years): 3

Top Topics

Decision Processes

Top Venues

Comput. Manag. Sci.

Eur. J. Oper. Res.

Publications

Ludovic Goudenège, Andrea Molent, Antonino Zanette
Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem. Eur. J. Oper. Res. 303 (2) (2022)
Ludovic Goudenège, Andrea Molent, Antonino Zanette
Computing credit valuation adjustment solving coupled PIDEs in the Bates model. Comput. Manag. Sci. 17 (2) (2020)
Ludovic Goudenège, Andrea Molent, Antonino Zanette
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models. Comput. Manag. Sci. 16 (1-2) (2019)