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Items where Author, Editor or other role is "Paletta, T."

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Number of items: 3.

F

Fabozzi, Frank J., Paletta, Tommaso, Tunaru, Radu (2017) An Improved Least Squares Monte Carlo Valuation Method Based on Heteroscedasticity. European Journal of Operational Research, 263 (2). pp. 698-706. ISSN 0377-2217. (doi:10.1016/j.ejor.2017.05.048) (KAR id:61868)
[thumbnail of EJORmanuscript_revised2.pdf]
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[thumbnail of EJORmanuscript_revised2.pdf]

Fabozzi, Frank J., Paletta, Tommaso, Stanescu, Silvia, Tunaru, Radu (2016) An Improved Method for Pricing and Hedging Long Dated American Options. European Journal of Operational Research (ABS 4), 254 (2). pp. 656-666. ISSN 0377-2217. (doi:10.1016/j.ejor.2016.04.002) (KAR id:55269)
[thumbnail of An Improved Method for Pricing and Hedging Long.pdf]
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[thumbnail of paper_Feb16-RR.pdf]

P

Paletta, Tommaso (2015) Computational Methods for Pricing and Hedging Derivatives. Doctor of Philosophy (PhD) thesis, University of Kent,. (KAR id:49180)
[thumbnail of 172Tommaso_Paletta_tp245_May2015.pdf]
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This list was generated on Mon Jan 24 19:41:44 2022 GMT.