conference

Giorgia Callegaro and Lucio Fiorin and Martino Grasselli


Finance Group (2015) : Pricing via Quantization in stochastic volatility models




Pricing via Quantization in stochastic volatility models

Giorgia Callegaro and Lucio Fiorin and Martino Grasselli




conference

QMF Quantitative Methods in Finance, Sydney, UTS, 15-17 december

To cite this publication :


Giorgia Callegaro, Lucio Fiorin, Martino Grasselli: Pricing via Quantization in stochastic volatility models. QMF Quantitative Methods in Finance, Sydney, UTS, 15-17 december, 2015.





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