Chiara Guardasoni

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 9

Top Topics

Video Representation

Black Scholes Model

Top Venues

J. Comput. Appl. Math.

Comput. Math. Appl.

Int. J. Comput. Math.

Publications

Alessandra Aimi, Chiara Guardasoni
BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options. Comput. Math. Appl. 167 (2024)
Alessandra Aimi, Chiara Guardasoni, Luis Ortiz-Gracia, Simona Sanfelici
Fast Barrier Option Pricing by the COS BEM Method in Heston Model (with Matlab Code). Comput. Methods Appl. Math. 23 (2) (2023)
Alessandra Aimi, Giulia Di Credico, Mauro Diligenti, Chiara Guardasoni
Highly accurate quadrature schemes for singular integrals in energetic BEM applied to elastodynamics. J. Comput. Appl. Math. 410 (2022)
Alessandra Aimi, Chiara Guardasoni
Multi-Asset Barrier Options Pricing by Collocation BEM (with Matlab® Code). Axioms 10 (4) (2021)
Alessandra Aimi, Mauro Diligenti, Chiara Guardasoni
Restrictions matrices for Platonic solids invariance and applications to space-time energetic BEM. J. Comput. Appl. Math. 360 (2019)
Alessandra Aimi, Lorenzo Diazzi, Chiara Guardasoni
Code). Axioms 7 (2) (2018)
Alessandra Aimi, Mauro Diligenti, Chiara Guardasoni
Energetic BEM-FEM coupling for the numerical solution of the damped wave equation. Adv. Comput. Math. 43 (3) (2017)
Chiara Guardasoni, Simona Sanfelici
Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps. SIAM J. Appl. Math. 76 (1) (2016)
Chiara Guardasoni, Simona Sanfelici
A boundary element approach to barrier option pricing in Black-Scholes framework. Int. J. Comput. Math. 93 (4) (2016)
Alessandra Aimi, Mauro Diligenti, Chiara Guardasoni
On the energetic Galerkin boundary element method applied to interior wave propagation problems. J. Comput. Appl. Math. 235 (7) (2011)
Alessandra Aimi, Mauro Diligenti, Chiara Guardasoni
Numerical integration schemes for space-time hypersingular integrals in energetic Galerkin BEM. Numer. Algorithms 55 (2-3) (2010)