Luca Gonzato

Publication Activity (10 Years)

Years Active: 2024-2024
Publications (10 Years): 1

Top Topics

Top Venues

Ann. Oper. Res.

Publications

Riccardo Brignone, Luca Gonzato, Carlo Sgarra
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters. Ann. Oper. Res. 336 (1-2) (2024)