Antonino Zanette

Identifiers

• name variant Antonino Zanette 0.60 · backfill

Papers (4)

1. Machine Learning for Pricing American Options in High-Dimensional Markovian and non-Markovian models q-fin.CP · 2019 · author #3
2. Gaussian Process Regression for Pricing Variable Annuities with Stochastic Volatility and Interest Rate q-fin.CP · 2019 · author #3
3. A hybrid approach for the implementation of the Heston model q-fin.CP · 2013 · author #3
4. A robust tree method for pricing American options with CIR stochastic interest rate q-fin.CP · 2013 · author #3

Mentions

• 1307.7178 #3 · backfill · confidence 0.70 Antonino Zanette
• 1305.0479 #3 · backfill · confidence 0.70 Antonino Zanette

Frequent Coauthors

• Andrea Molent 2 shared papers
• Lucia Caramellino 2 shared papers
• Ludovic Gouden\`ege 2 shared papers
• Elisa Appolloni 1 shared papers
• Maya Briani 1 shared papers