Simona Sanfelici

Available identifiers

zbMath Open sanfelici.simonaMaRDI QIDQ926316

List of research outcomes

Publication	Date of Publication	Type
Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code)	2023-07-04	Paper
A fractional model for the COVID-19 pandemic: Application to Italian data	2021-11-18	Paper
A Mellin transform approach to barrier option pricing	2020-09-30	Paper
High-frequency volatility of volatility estimation free from spot volatility estimates	2019-02-06	Paper
Firm’s Volatility Risk Under Microstructure Noise	2018-12-13	Paper
Fourier-Malliavin Volatility Estimation	2017-01-06	Paper
A boundary element approach to barrier option pricing in Black–Scholes framework	2016-05-06	Paper
Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps	2016-01-07	Paper
An application of nonparametric volatility estimators to option pricing	2015-05-04	Paper
Assessing the quality of volatility estimators via option pricing	2014-07-28	Paper
Estimation of quarticity with high-frequency data	2014-01-17	Paper
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise	2009-06-12	Paper
Optimal impulse control on an unbounded domain with nonlinear cost functions	2008-05-27	Paper
Calibration of a nonlinear feedback option pricing model	2007-05-18	Paper
Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff	2005-04-11	Paper
Numerical Simulations of Fractionated Electrograms and Pathological Cardiac Action Potential	2004-11-16	Paper
Convergence of the Galerkin approximation of a degenerate evolution problem in electrocardiology	2002-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q4248953	2000-04-19	Paper
https://portal.mardi4nfdi.de/entity/Q4699256	1999-12-19	Paper
https://portal.mardi4nfdi.de/entity/Q4345381	1997-09-30	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Simona Sanfelici