Marcellino Gaudenzi

According to our database1, Marcellino Gaudenzi authored at least 3 papers between 2008 and 2017.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2017
Fast binomial procedures for pricing Parisian/ParAsian options.
Comput. Manag. Sci., 2017

2011
Pricing cliquet options by tree methods.
Comput. Manag. Sci., 2011

2008
New insights on testing the efficiency of methods of pricing and hedging American options.
Eur. J. Oper. Res., 2008


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