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Giulia Terenzi
Publication Activity (10 Years)
Years Active: 2019-2021
Publications (10 Years): 2
Top Topics
Monte Carlo Method
Steady State
Convergence Rate
Statistical Models
Top Venues
SIAM J. Numer. Anal.
SIAM J. Financial Math.
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Publications
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Maya Briani
,
Lucia Caramellino
,
Giulia Terenzi
Convergence Rate of Markov Chains and Hybrid Numerical Schemes to Jump-Diffusion with Application to the Bates Model.
SIAM J. Numer. Anal.
59 (1) (2021)
Damien Lamberton
,
Giulia Terenzi
Variational Formulation of American Option Prices in the Heston Model.
SIAM J. Financial Math.
10 (1) (2019)