XVII Workshop on Quantitative Finance -- Session on PRICING I (Sala Stemmi)

Parallel Sessions

29 January 2016 - 29 January 2016

Current List of Participants (See Documents)

[table view]

Roberto Baviera

Communication: The relevance of geometry in optimal basket option bounds

Giacomo Bormetti

Scuola Normale Superiore, Pisa
Communication: A backward Monte Carlo approach to exotic option pricing

Giorgia Callegaro

Communication: A backward Monte Carlo approach to exotic option pricing
Communication: Pricing via Quantization in Stochastic Volatility Models

Lucio Fiorin

Communication: Pricing via Quantization in Stochastic Volatility Models

Martino Grasselli

Communication: Pricing via Quantization in Stochastic Volatility Models

Giulia Livieri

Scuola Normale Superiore
Communication: A backward Monte Carlo approach to exotic option pricing

Emanuele Nastasi

Communication: The relevance of geometry in optimal basket option bounds

Andrea Pallavicini

Communication: A backward Monte Carlo approach to exotic option pricing