Chiara Guardasoni

According to our database, Chiara Guardasoni authored at least 10 papers between 2010 and 2023.

Collaborative distances:

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

2023

Fast Barrier Option Pricing by the COS BEM Method in Heston Model (with Matlab Code).

Alessandra Aimi, Chiara Guardasoni, Luis Ortiz-Gracia, Simona Sanfelici

Comput. Methods Appl. Math., April, 2023

2022

Highly accurate quadrature schemes for singular integrals in energetic BEM applied to elastodynamics.

Alessandra Aimi, Giulia Di Credico, Mauro Diligenti, Chiara Guardasoni

J. Comput. Appl. Math., 2022

2021

Multi-Asset Barrier Options Pricing by Collocation BEM (with Matlab® Code).

Alessandra Aimi, Chiara Guardasoni

Axioms, 2021

2019

Restrictions matrices for Platonic solids invariance and applications to space-time energetic BEM.

Alessandra Aimi, Mauro Diligenti, Chiara Guardasoni

J. Comput. Appl. Math., 2019

2018

Efficient BEM-Based Algorithm for Pricing Floating Strike Asian Barrier Options (with MATLAB^® Code).

Alessandra Aimi, Lorenzo Diazzi, Chiara Guardasoni

Axioms, 2018

2017

Energetic BEM-FEM coupling for the numerical solution of the damped wave equation.

Alessandra Aimi, Mauro Diligenti, Chiara Guardasoni

Adv. Comput. Math., 2017

2016

Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps.

Chiara Guardasoni, Simona Sanfelici

SIAM J. Appl. Math., 2016

A boundary element approach to barrier option pricing in Black-Scholes framework.

Chiara Guardasoni, Simona Sanfelici

Int. J. Comput. Math., 2016

2011

On the energetic Galerkin boundary element method applied to interior wave propagation problems.

Alessandra Aimi, Mauro Diligenti, Chiara Guardasoni

J. Comput. Appl. Math., 2011

2010

Numerical integration schemes for space-time hypersingular integrals in energetic Galerkin BEM.

Alessandra Aimi, Mauro Diligenti, Chiara Guardasoni

Numer. Algorithms, 2010