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2020 – today
- 2024
[j7]Simona Sanfelici, Giacomo Toscano:
The Fourier-Malliavin Volatility (FMVol) MATLAB® library. Math. Comput. Simul. 226: 338-353 (2024)- 2023
- [j6]Alessandra Aimi
, Chiara Guardasoni, Luis Ortiz-Gracia, Simona Sanfelici:
Fast Barrier Option Pricing by the COS BEM Method in Heston Model (with Matlab Code). Comput. Methods Appl. Math. 23(2): 301-332 (2023) - 2020
- [j5]Evita Allodi, Claudio Cacciamani, Michele Caliolo, Pier Paolo De Santis, Fabio Della Marra, Simona Sanfelici:
Real Estate Asset Management Companies' Economies of Scale: Is It a Dream or Reality? The Italian Case. Complex. 2020: 8752865:1-8752865:9 (2020)
2010 – 2019
- 2016
- [j4]Chiara Guardasoni, Simona Sanfelici:
A boundary element approach to barrier option pricing in Black-Scholes framework. Int. J. Comput. Math. 93(4): 696-722 (2016) - [j3]Chiara Guardasoni, Simona Sanfelici:
Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps. SIAM J. Appl. Math. 76(1): 27-57 (2016)
2000 – 2009
- 2008
- [j2]M. E. Mancino, Simona Sanfelici:
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise. Comput. Stat. Data Anal. 52(6): 2966-2989 (2008) - 2006
- [j1]Stefano Baccarin, Simona Sanfelici:
Optimal impulse control on an unbounded domain with nonlinear cost functions. Comput. Manag. Sci. 3(1): 81-100 (2006)
Coauthor Index
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