A PDE-based approach for pricing Mortgage-Backed securities

von Papi, Marco
Veröffentlicht in Advanced mathematical methods for finance (2011)

A hybrid tree/finite-difference approach for Heston-Hull-White-type models

von Briani, Maya
Veröffentlicht in The journal of computational finance (2017)

A hybrid approach for the implementation of the Heston model

von Briani, Maya
Veröffentlicht in Institute of Mathematics and Its Applications IMA journal of management mathematics (2017)

Scenario-generation methods for an optimal public debt strategy

Veröffentlicht in Quantitative fund management (2009)

Numerical stability of a hybrid method for pricing options

von Briani, Maya
Veröffentlicht in International journal of theoretical and applied finance (2019)

Towards a Comprehensive Model for the Impact of Traffic Patterns on Air Pollution

von Balzotti, Caterina
Veröffentlicht in VEHITS (6. : 2020 : Online) VEHITS 2020 (2020)