Andrea Molent

According to our database, Andrea Molent authored at least 3 papers between 2019 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2022

Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem.

Ludovic Goudenège, Andrea Molent, Antonino Zanette

Eur. J. Oper. Res., 2022

2020

Computing credit valuation adjustment solving coupled PIDEs in the Bates model.

Ludovic Goudenège, Andrea Molent, Antonino Zanette

Comput. Manag. Sci., 2020

2019

Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models.

Ludovic Goudenège, Andrea Molent, Antonino Zanette

Comput. Manag. Sci., 2019