SANFELICI, Simona
SANFELICI, Simona
Dipartimento di Scienze Economiche e Aziendali
A boundary element method for pricing barriers options
2014-01-01 Guardasoni, Chiara; Sanfelici, Simona
A boundary element PDE approach to corporate debt
2013-01-01 Guardasoni, Chiara; Sanfelici, Simona
A Computer Study of Electrograms Fractionation
1999-01-01 Sanfelici, Simona
A Numerical Method for Handling Asymptotic Boundary Conditions in Finance
2003-01-01 Sanfelici, Simona
A Numerical Study of Electrograms Fractionation
1998-01-01 Sanfelici, Simona
”A Numerical Study of Electrograms Fractionation”, Quaderno del Dipartimento di Matematica, Università di Parma n. 177
1998-01-01 Sanfelici, Simona
A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model
2004-01-01 M. E., Mancino; S., Ogawa; Sanfelici, Simona
“A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model”, Working Paper del Dipartimento di Economia, Università di Parma, WP 1/2004
2004-01-01 M. E., Mancino; S., Ogawa; Sanfelici, Simona
An improved two-step regularization scheme for spot volatility estimation
2011-01-01 S., Ogawa; Sanfelici, Simona
Analysis of European Contingent Claims on Multiple Assets. Part II: Galerkin Finite Element Approximation
2002-01-01 Sanfelici, Simona
An application of nonparametric volatility estimators to option pricing
2014-01-01 R., Kenmoe; Sanfelici, Simona
Assessing the quality of volatility estimators via option pricing
2010-01-01 Sanfelici, Simona; A., Uboldi
Assessing the quality of volatility estimators via option pricing
2014-01-01 Sanfelici, Simona; Uboldi, Adamo
“Assessing the quality of volatility estimators via option pricing”, Working Paper
2010-01-01 A., Uboldi; Sanfelici, Simona
A Boundary Element approach to barrier option pricing in Black-Scholes framework
2016-01-01 Guardasoni, Chiara; Sanfelici, Simona
A Boundary Element Method applied to option pricing
2016-01-01 Guardasoni, Chiara; Sanfelici, Simona
Calibration of a nonlinear feedback option pricing model
2007-01-01 Sanfelici, Simona
Calibration of a nonlinear feedback option pricing model
2005-01-01 Sanfelici, Simona
Comparison of cryptographic systems
2000-01-01 Rana, A; Sanfelici, Simona
Comparison of Numerical Methods for the Approximation of Option Price
2001-01-01 Sanfelici, Simona