Carlo Sgarra

Identifiers

• name variant Carlo Sgarra 0.60 · backfill

Papers (3)

1. Geometric Asian Option Pricing in General Affine Stochastic Volatility Models with Jumps q-fin.PR · 2014 · author #3
2. Comparison results for Garch processes q-fin.ST · 2012 · author #3
3. A Finite Element Framework for Option Pricing with the Bates Model q-fin.CP · 2008 · author #2

Mentions

• 1407.2514 #3 · backfill · confidence 0.70 Carlo Sgarra
• 1204.3786 #3 · backfill · confidence 0.70 Carlo Sgarra
• 0812.3083 #2 · backfill · confidence 0.70 Carlo Sgarra

Frequent Coauthors

• Edie Miglio 1 shared papers
• Fabio Bellini 1 shared papers
• Franco Pellerey 1 shared papers
• Friedrich Hubalek 1 shared papers
• Martin Keller-Ressel 1 shared papers
• Salimeh Yasaei Sekeh 1 shared papers