Francesco Statti

According to our database1, Francesco Statti authored at least 2 papers between 2019 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

On csauthors.net:

Bibliography

2020
Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing.
SIAM J. Financial Math., 2020

2019
Weighted Monte Carlo with least squares and randomized extended Kaczmarz for option pricing.
CoRR, 2019


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