Edoardo Lombardo

According to our database, Edoardo Lombardo authored at least 5 papers between 2022 and 2025.

Collaborative distances:

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

2025

Approximation and regularity results for the Heston model and related processes.

Edoardo Lombardo

CoRR, April, 2025

Some PDE results in Heston model with applications.

Edoardo Lombardo

CoRR, April, 2025

High Order Approximations and Simulation Schemes for the Log-Heston Process.

Aurélien Alfonsi, Edoardo Lombardo

SIAM J. Financial Math., 2025

2024

High order approximations of the log-Heston process semigroup.

Aurélien Alfonsi, Edoardo Lombardo

CoRR, 2024

2022

High order approximations of the Cox-Ingersoll-Ross process semigroup using random grids.

Aurélien Alfonsi, Edoardo Lombardo

CoRR, 2022