Lucia Caramellino

According to our database1, Lucia Caramellino authored at least 3 papers between 2002 and 2011.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2011
Monte Carlo methods for pricing and hedging American options in high dimension.
Risk and Decision Analysis, 2011

2005
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach.
Monte Carlo Meth. and Appl., 2005

2002
Sharp estimates for the hitting probability on time-dependent barriers for a Brownian Motion. Weak approximation of a Brownian motion killed on time-dependent barriers.
Monte Carlo Meth. and Appl., 2002


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