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Aldo Tagliani · Study

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Aldo Tagliani

5 works· latest 2013· 1 institutionscluster: provisional

h-index5

i105

Citations134

Works here5

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13

Most cited in this library

Numerical valuation of discrete double barrier options2009 · 37 citations
Pricing of Occupation Time Derivatives: Continuous and Discrete Monitoring2001 · 28 citations
Laplace Transform and finite difference methods for the Black–Scholes equation2013 · 27 citations
Efficient implicit scheme with positivity preserving and smoothing properties2012 · 22 citations
AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS2002 · 20 citations

Works

5 shown

Laplace Transform and finite difference methods for the Black–Scholes equation

Applied Mathematics and Computation·2013·2 authors

27citations

Efficient implicit scheme with positivity preserving and smoothing properties

Journal of Computational and Applied Mathematics·2012·2 authors·Open access

22citations

Numerical valuation of discrete double barrier options

Journal of Computational and Applied Mathematics·2009·2 authors·Open access

37citations

AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS

International Journal of Theoretical and Applied Finance·2002·2 authors

20citations

Pricing of Occupation Time Derivatives: Continuous and Discrete Monitoring

The Journal of Computational Finance·2001·2 authors

28citations