Marinelli, Carlo On certain representations of pricing functionals. (English) Zbl 07846513 Ann. Finance 20, No. 1, 91-127 (2024). Reviewer: Jacek Jakubowski (Warszawa) MSC: 91G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Marinelli, Carlo; d’Addona, Stefano Nonparametric estimates of option prices via Hermite basis functions. (English) Zbl 1530.91571 Ann. Finance 19, No. 4, 477-522 (2023). MSC: 91G20 33C45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License