Items where Author, Editor or other role is "Paletta, T."
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) |
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) |
P
Paletta, Tommaso (2015) Computational Methods for Pricing and Hedging Derivatives. Doctor of Philosophy (PhD) thesis, University of Kent,. (KAR id:49180) |