Andrea Macrina

According to our database, Andrea Macrina authored at least 3 papers between 2017 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Captive jump processes for bounded random systems with discontinuous dynamics.

Andrea Macrina, Levent Ali Mengütürk, Murat C. Mengütürk

Commun. Nonlinear Sci. Numer. Simul., January, 2024

2020

Rational Models for Inflation-Linked Derivatives.

Henrik T. Dam, Andrea Macrina, David Skovmand, David Sloth

SIAM J. Financial Math., 2020

2017

AAD and least-square Monte Carlo: Fast Bermudan-style options and XVA Greeks.

Luca Capriotti, Yupeng Jiang, Andrea Macrina

Algorithmic Finance, 2017