Giulia Terenzi

According to our database1, Giulia Terenzi authored at least 2 papers between 2019 and 2021.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2021
Convergence Rate of Markov Chains and Hybrid Numerical Schemes to Jump-Diffusion with Application to the Bates Model.
SIAM J. Numer. Anal., 2021

2019
Variational Formulation of American Option Prices in the Heston Model.
SIAM J. Financial Math., 2019


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