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Chiara Guardasoni
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- affiliation: University of Parma, Italy
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2020 – today
- 2024
- [j11]Alessandra Aimi, Chiara Guardasoni:
BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options. Comput. Math. Appl. 167: 74-91 (2024) - 2023
- [j10]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) - 2022
- [j9]Alessandra Aimi, Giulia Di Credico, Mauro Diligenti, Chiara Guardasoni:
Highly accurate quadrature schemes for singular integrals in energetic BEM applied to elastodynamics. J. Comput. Appl. Math. 410: 114186 (2022) - 2021
- [j8]Alessandra Aimi, Chiara Guardasoni:
Multi-Asset Barrier Options Pricing by Collocation BEM (with Matlab® Code). Axioms 10(4): 301 (2021)
2010 – 2019
- 2019
- [j7]Alessandra Aimi, Mauro Diligenti, Chiara Guardasoni:
Restrictions matrices for Platonic solids invariance and applications to space-time energetic BEM. J. Comput. Appl. Math. 360: 18-40 (2019) - 2018
- [j6]Alessandra Aimi, Lorenzo Diazzi, Chiara Guardasoni:
Efficient BEM-Based Algorithm for Pricing Floating Strike Asian Barrier Options (with MATLAB® Code). Axioms 7(2): 40 (2018) - 2017
- [j5]Alessandra Aimi, Mauro Diligenti, Chiara Guardasoni:
Energetic BEM-FEM coupling for the numerical solution of the damped wave equation. Adv. Comput. Math. 43(3): 627-651 (2017) - 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) - 2011
- [j2]Alessandra Aimi, Mauro Diligenti, Chiara Guardasoni:
On the energetic Galerkin boundary element method applied to interior wave propagation problems. J. Comput. Appl. Math. 235(7): 1746-1754 (2011) - 2010
- [j1]Alessandra Aimi, Mauro Diligenti, Chiara Guardasoni:
Numerical integration schemes for space-time hypersingular integrals in energetic Galerkin BEM. Numer. Algorithms 55(2-3): 145-170 (2010)
Coauthor Index
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