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Federica Sica
Publication Activity (10 Years)
Years Active: 2017-2020
Publications (10 Years): 3
Top Topics
Database Machine
Preprocessing
Risk Analysis
Option Pricing
Top Venues
J. Comput. Appl. Math.
EUSPN/ICTH
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Publications
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Salvatore Cuomo
,
Francesco Piccialli
,
Federica Sica
RBF methods in a Stochastic Volatility framework for Greeks computation.
J. Comput. Appl. Math.
380 (2020)
Salvatore Cuomo
,
Federica Sica
,
Gerardo Toraldo
Greeks computation in the option pricing problem by means of RBF-PU methods.
J. Comput. Appl. Math.
376 (2020)
Salvatore Cuomo
,
Vittorio Di Somma
,
Federica Sica
Analysis of a data-flow in a financial IoT system.
EUSPN/ICTH
(2017)