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Leonardo Perotti
Leonardo Perotti
PhD Candidate, Mathematical Institute, Utrecht University
Verified email at uu.nl
Title
Cited by
Cited by
Year
Fast sampling from time-integrated bridges using deep learning
L Perotti, LA Grzelak
Journal of Computational Mathematics and Data Science 5, 100060, 2022
22022
On Pricing of Discrete Asian and Lookback Options under the Heston Model
L Perotti, LA Grzelak
arXiv preprint arXiv:2211.03638, 2022
2022
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Articles 1–2