Efficient pricing of interest rate derivatives under a sticky diffusion. - Massimo Costabile; Emilio Russo; Fabio Viviano (J. Comput. Appl. Math., 2026)

Combining lattice and regression methods for the evaluation of convertible bonds with soft call/put provisions. - Massimo Costabile; Fabio Viviano (J. Comput. Appl. Math., 2026)