Login / Signup
Fabio S. Dias
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Option Pricing
Influence Diagrams
Capital Budgeting
Black Scholes Model
Top Venues
Appl. Math. Comput.
</>
Publications
</>
Fabio S. Dias
,
Gareth W. Peters
Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence.
Appl. Math. Comput.
411 (2021)