Nick Costanzino

Publication Activity (10 Years)

Years Active: 2011-2011
Publications (10 Years): 0

Publications

Wen Cheng, Nick Costanzino, John Liechty, Anna L. Mazzucato, Victor Nistor
Closed-Form Asymptotics and Numerical Approximations of 1D Parabolic Equations with Applications to Option Pricing. SIAM J. Financial Math. 2 (1) (2011)