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C. Guardasoni · Study

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C. Guardasoni

2 works· latest 2018· 1 institutionscluster: provisionalORCID 0000-0002-7054-8579

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i102

Citations56

Works here2

16

18

Most cited in this library

A Mellin transform approach to barrier option pricing2018 · 35 citations
Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps2016 · 21 citations

Works

2 shown

A Mellin transform approach to barrier option pricing

IMA Journal of Management Mathematics·2018·3 authors

35citations

Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps

SIAM Journal on Applied Mathematics·2016·2 authors

21citations