4. Economy
  5. Quantitative Finance
  6. Computational Finance

Carlo Sgarra

Economy – Quantitative Finance – Computational Finance

Scientist

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Scientist

Technical University of Milan

Torino, Università, Turin, Italy

A Finite Element Framework for Option Pricing with the Bates Model

Economy – Quantitative Finance – Computational Finance
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Comparison results for Garch processes

Economy – Quantitative Finance – Statistical Finance
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Numerical analysis of two-soliton solutions on a Bianchi type-II background

Physics
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On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps

Economy – Quantitative Finance – Computational Finance
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Profile ID: LFWR-SCP-P-238403

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