Items where Author is "Recchioni, C."
Up a level
Group by: Type | No Grouping
Number of items: 1.
Article
Recchioni, C., Iori, G. 
ORCID: 0000-0001-9443-9353, Tedeschi, G. & Ouellette, M. S. (2021).
The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications.
European Journal of Operational Research, 293(1),
pp. 336-360.
doi: 10.1016/j.ejor.2020.11.050