Elisa Appolloni

Identifiers

• name variant Elisa Appolloni 0.60 · backfill

Papers (2)

1. Efficient tree methods for pricing digital barrier options q-fin.CP · 2014 · author #1
2. A robust tree method for pricing American options with CIR stochastic interest rate q-fin.CP · 2013 · author #1

Mentions

• 1401.2900 #1 · backfill · confidence 0.70 Elisa Appolloni
• 1305.0479 #1 · backfill · confidence 0.70 Elisa Appolloni

Frequent Coauthors

• Andrea Ligori 1 shared papers
• Antonino Zanette 1 shared papers
• Lucia Caramellino 1 shared papers