
Functional Itô Calculus, Path-Dependence and the Computation of Greeks
Samy Jazaerli, Yuri F. Saporito

Functional Itô Calculus, Path-Dependence and the Computation of Greeks
Samy Jazaerli, Yuri F. Saporito

Functional Itô Calculus, Path-Dependence and the Computation of Greeks
Samy Jazaerli, Yuri F. Saporito

Samy Jazaerli, Yuri F. Saporito

Yuri F. Saporito
Notícias do Front em Matemática Aplicada, December 2012, Universidade Federal do Rio de Janeiro, Brazil

Functional Itô's Weights for Greeks
Samy Jazaerli, Yuri F. Saporito

Functional Itô's Calculus a la Dupire
Yuri F. Saporito

Hedging in Incomplete Markets Using Fourier Series Method (Poster)
Yuri F. Saporito, Rodrigo dos S. Targino, Milan Merkle

Estimation of the Heston Model by Fourier Series Method
Yuri F. Saporito, Rodrigo dos S. Targino, Milan Merkle

Bayesian Selection for Heston models with Volatilities Determined by Fourier Series Method (Poster)
Yuri F. Saporito, Rodrigo dos S. Targino, Milan Merkle