According to our database1, Antonino Zanette authored at least 8 papers between 2002 and 2019.
Legend:Book In proceedings Article PhD thesis Other
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models.
Comput. Manag. Science, 2019
Fast binomial procedures for pricing Parisian/ParAsian options.
Comput. Manag. Science, 2017
Monte Carlo methods for pricing and hedging American options in high dimension.
Risk and Decision Analysis, 2011
Pricing cliquet options by tree methods.
Comput. Manag. Science, 2011
Premia: A Numerical Platform for Pricing Financial Derivatives.
ERCIM News, 2009
New insights on testing the efficiency of methods of pricing and hedging American options.
European Journal of Operational Research, 2008
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach.
Monte Carlo Meth. and Appl., 2005
Parabolic ADI Methods for Pricing America Options on Two Stocks.
Math. Oper. Res., 2002