# Lucia Caramellino

According to our database

Collaborative distances:

^{1}, Lucia Caramellino authored at least 3 papers between 2002 and 2011.Collaborative distances:

## Timeline

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## Bibliography

2011

Risk Decis. Anal., 2011

2005

Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach.

Monte Carlo Methods 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 Methods Appl., 2002