Ivan Gallo

According to our database¹, Ivan Gallo authored at least 2 papers between 2022 and 2023.

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2023

Analysis of non-linear approximated value equation under multiple risk factors and stochastic intensities.

[BibT_eX]

[DOI]

Comput. Math. Appl., June, 2023

2022

Non-linear Approximated Value Adjustments for Derivatives Under Multiple Risk Factors.

[BibT_eX]

[DOI]

Proceedings of the Computational Science and Its Applications - ICCSA 2022, 2022