Andrea Molent

According to our database1, Andrea Molent authored at least 2 papers between 2019 and 2020.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
Computing credit valuation adjustment solving coupled PIDEs in the Bates model.
Comput. Manag. Sci., 2020

2019
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models.
Comput. Manag. Sci., 2019


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