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ORCIDCarlo Sgarra
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2020 – today
- 2024
[j6]Riccardo Brignone
, Luca Gonzato, Carlo Sgarra:
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters. Ann. Oper. Res. 336(1-2): 275-306 (2024)- 2023
- [j5]Guillaume Bernis, Matthieu Garcin, Simone Scotti, Carlo Sgarra:
Interest Rates Term Structure Models Driven by Hawkes Processes. SIAM J. Financial Math. 14(4): 1062-1079 (2023)
2010 – 2019
- 2014
- [j4]Fabio Bellini, Franco Pellerey, Carlo Sgarra, Salimeh Yasaei Sekeh:
Comparison Results for GARCH Processes. J. Appl. Probab. 51(3): 685-698 (2014) - 2011
- [j3]Friedrich Hubalek, Carlo Sgarra:
On the explicit evaluation of the Geometric Asian options in stochastic volatility models with jumps. J. Comput. Appl. Math. 235(11): 3355-3365 (2011) - 2010
- [j2]Luca Vincenzo Ballestra, Carlo Sgarra:
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach. Comput. Math. Appl. 60(6): 1571-1590 (2010)
2000 – 2009
- 2006
- [j1]Gianluca Fusai, I. David Abrahams, Carlo Sgarra:
An exact analytical solution for discrete barrier options. Finance Stochastics 10(1): 1-26 (2006)
Coauthor Index
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last updated on 2024-06-10 21:21 CEST by the dblp team
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