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Silvia Stanescu
Publication Activity (10 Years)
Years Active: 2016-2016
Publications (10 Years): 1
Top Topics
Clustering Method
Preprocessing
Option Pricing
Classification Accuracy
Top Venues
Eur. J. Oper. Res.
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Publications
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Frank J. Fabozzi
,
Tommaso Paletta
,
Silvia Stanescu
,
Radu Tunaru
An improved method for pricing and hedging long dated American options.
Eur. J. Oper. Res.
254 (2) (2016)