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Antonino Zanette

2010 – today

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2011
[j5]
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  dblp key:
  - journals/rda/CaramellinoZ11
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Lucia Caramellino, Antonino Zanette: Monte Carlo methods for pricing and hedging American options in high dimension. Risk and Decision Analysis 2(4): 207-220 (2011)

2000 – 2009

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2009
[j4]
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  - journals/ercim/SulemZ09
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Agnès Sulem, Antonino Zanette: Premia: A Numerical Platform for Pricing Financial Derivatives. ERCIM News 2009(78) (2009)
2008
[j3]
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  - journals/eor/PressaccoGZZ08
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Flavio Pressacco, Marcellino Gaudenzi, Antonino Zanette, Laura Ziani: New insights on testing the efficiency of methods of pricing and hedging American options. European Journal of Operational Research 185(1): 235-254 (2008)
2005
[j2]
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  - journals/mcma/BallyCZ05
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Vlad Bally, Lucia Caramellino, Antonino Zanette: Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach. Monte Carlo Meth. and Appl. 11(2): 97-133 (2005)
2002
[j1]
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  - journals/mor/VilleneuveZ02
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Stéphane Villeneuve, Antonino Zanette: Parabolic ADI Methods for Pricing America Options on Two Stocks. Math. Oper. Res. 27(1): 121-149 (2002)

Coauthor Index

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