Antonino Zanette
发表
Pricing and hedging GMWB in the Heston and in the Black–Scholes with stochastic interest rate models
Ludovic Goudenège,
Andrea Molent,
Antonino Zanette,
2016,
Comput. Manag. Sci..
Jean-Philippe Chancelier,
Antonino Zanette,
Aurélien Alfonsi,
2013
.
Andrea Molent,
Antonino Zanette,
Ludovic Goudenege,
2020,
Comput. Manag. Sci..
Antonino Zanette,
Flavio Pressacco,
Laura Ziani,
2008,
Eur. J. Oper. Res..
Andrea Molent,
Antonino Zanette,
Ludovic Goudenege,
2019
.
Lucia Caramellino,
Antonino Zanette,
Vlad Bally,
2005,
Monte Carlo Methods Appl..
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
Andrea Molent,
Antonino Zanette,
Ludovic Goudenege,
2019,
Quantitative Finance.
Antonino Zanette,
Marcellino Gaudenzi,
Antonino Zanette,
2017,
Comput. Manag. Sci..
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
Andrea Molent,
Antonino Zanette,
Ludovic Goudenege,
2019,
1905.09474.
Agnès Sulem,
Antonino Zanette,
2014
.
Antonino Zanette,
Marcellino Gaudenzi,
Antonino Zanette,
2011,
Comput. Manag. Sci..
Lucia Caramellino,
Antonino Zanette,
Vlad Bally,
2002
.
Antonino Zanette,
Stéphane Villeneuve,
Stéphane Villeneuve,
2002,
Math. Oper. Res..
Agnès Sulem,
Antonino Zanette,
2009,
ERCIM News.
Lucia Caramellino,
Antonino Zanette,
L. Caramellino,
2011,
Risk Decis. Anal..
Agnès Sulem,
Antonino Zanette,
2013
.
Antonino Zanette,
Marcellino Gaudenzi,
2009
.
Andrea Molent,
Antonino Zanette,
Ludovic Goudenege,
2019,
Decisions in Economics and Finance.
Antonino Zanette,
Alexandre Ern,
Stéphane Villeneuve,
2004
.
Antonino Zanette,
Marcellino Gaudenzi,
Maria Antonietta Lepellere,
2010
.