Sebastian Del Bano Rollin

Full and fast calibration of the Heston stochastic volatility model

Guido Germano, Yiran Cui, Sebastian Del Bano Rollin, 2015, Eur. J. Oper. Res..

Beating the S&P 500 index — A successful neural network approach

Philip C. Treleaven, Mininder Sethi, Sebastian Del Bano Rollin, 2014, 2014 International Joint Conference on Neural Networks (IJCNN).

Recasting Finite Difference Methods in Finance to Exploit GPU Computing

Sebastian Del Bano Rollin, Claudio Albanese, Giacomo Pietronero, 2014 .