# Lucia Caramellino

According to our database

Collaborative distances:

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

## 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