Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by P. Pellizzari
Static Hedging of Multivariate Derivatives by Simulation
European Journal of Operational Research
Information Systems
Simulation
Management Science
Management
Computer Science
Modeling
Operations Research
Related publications
Installment Options and Static Hedging
Currency Hedging Strategies Using Dynamic Multivariate GARCH
SSRN Electronic Journal
Semi-Static Hedging of Barrier Options Under Poisson Jumps
International Journal of Theoretical and Applied Finance
Economics
Econometrics
Finance
Static Hedging of Barrier Options With a Smile: An Inverse Problem
ESAIM - Control, Optimisation and Calculus of Variations
Control
Computational Mathematics
Optimization
Systems Engineering
Simulation of Multivariate Extreme Values
Journal of Statistical Computation and Simulation
Statistics
Probability
Applied Mathematics
Uncertainty
Simulation
Modeling
Brake Disc Static Simulation
International Journal of Applied Engineering Research and Development
Cross-Hedging of Inflation Derivatives on Commodities: The Informational Content of Futures Markets
SSRN Electronic Journal
Functional Principal Component Analysis for Derivatives of Multivariate Curves
Statistica Sinica
Uncertainty
Statistics
Probability
Fuzzy Qualitative Simulation With Multivariate Constraints