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Ana-Maria Matache · Study

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Ana-Maria Matache

3 works· latest 2005· 1 institutionscluster: provisional

h-index3

i103

Citations311

Works here3

04

05

Most cited in this library

Fast deterministic pricing of options on Lévy driven assets2004 · 144 citations
Wavelet Galerkin pricing of American options on Lévy driven assets2005 · 109 citations
Sparse wavelet methods for option pricing under stochastic volatility2005 · 58 citations

Works

3 shown

Wavelet Galerkin pricing of American options on Lévy driven assets

Quantitative Finance·2005·3 authors

109citations

Sparse wavelet methods for option pricing under stochastic volatility

The Journal of Computational Finance·2005·3 authors·Open access

58citations

Fast deterministic pricing of options on Lévy driven assets

ESAIM Mathematical Modelling and Numerical Analysis·2004·3 authors·Open access

144citations