Search Results - Guardasoni, Chiara

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  1. 1
    Multi-Asset Barrier Options Pricing by Collocation BEM (with Matlab® Code)

    Multi-Asset Barrier Options Pricing by Collocation BEM (with Matlab® Code) by Aimi, Alessandra, Guardasoni, Chiara

    Published in Axioms
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  2. 2
    Energetic boundary element method for accurate solution of damped waves hard scattering problems

    Energetic boundary element method for accurate solution of damped waves hard scattering problems by Aimi, Alessandra, Diligenti, Mauro, Guardasoni, Chiara

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  3. 3
    Efficient BEM-Based Algorithm for Pricing Floating Strike Asian Barrier Options (with MATLAB® Code)

    Efficient BEM-Based Algorithm for Pricing Floating Strike Asian Barrier Options (with MATLAB® Code) by Aimi, Alessandra, Diazzi, Lorenzo, Guardasoni, Chiara

    Published in Axioms
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  4. 4
    Boundary Elements and other mesh reduction methods for Finance, Economics, Probability and Statistics

    Boundary Elements and other mesh reduction methods for Finance, Economics, Probability and Statistics by Ballestra, Luca Vincenzo, Guardasoni, Chiara

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  5. 5
    Highly accurate quadrature schemes for singular integrals in energetic BEM applied to elastodynamics

    Highly accurate quadrature schemes for singular integrals in energetic BEM applied to elastodynamics by Aimi, Alessandra, Di Credico, Giulia, Diligenti, Mauro, Guardasoni, Chiara

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  6. 6
    Boundary element method for contactless estimation of spatially varying internal heat transfer coefficient in circular pipes

    Boundary element method for contactless estimation of spatially varying internal heat transfer coefficient in circular pipes by Aimi, Alessandra, Bozzoli, Fabio, Cattani, Luca, Guardasoni, Chiara

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  7. 7
    A Mellin transform approach to barrier option pricing

    A Mellin transform approach to barrier option pricing by Guardasoni, Chiara, Rodrigo, Marianito R, Sanfelici, Simona

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  8. 8
    Numerical pricing of geometric asian options with barriers

    Numerical pricing of geometric asian options with barriers by Aimi, Alessandra, Diazzi, Lorenzo, Guardasoni, Chiara

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  9. 9
    Numerical integration schemes for space–time hypersingular integrals in energetic Galerkin BEM

    Numerical integration schemes for space–time hypersingular integrals in energetic Galerkin BEM by Aimi, Alessandra, Diligenti, Mauro, Guardasoni, Chiara

    Published in Numerical algorithms
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