Marcellino Gaudenzi

Orcid: 0000-0003-0366-3435

According to our database¹, Marcellino Gaudenzi authored at least 4 papers between 2008 and 2022.

Collaborative distances:

Dijkstra number² of seven.
Erdős number³ of six.

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Article

PhD thesis

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Bibliography

2022

Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices.

[BibT_eX]

[DOI]

Michel Vellekoop

Marcellino Gaudenzi

SIAM J. Financial Math., 2022

2017

Fast binomial procedures for pricing Parisian/ParAsian options.

[BibT_eX]

[DOI]

Marcellino Gaudenzi

Antonino Zanette

Comput. Manag. Sci., 2017

2011

Pricing cliquet options by tree methods.

[BibT_eX]

[DOI]

Marcellino Gaudenzi

Antonino Zanette

Comput. Manag. Sci., 2011

2008

New insights on testing the efficiency of methods of pricing and hedging American options.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2008

Marcellino Gaudenzi

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