| Pricing via recursive quantization in stochastic volatility models G Callegaro, L Fiorin, M Grasselli Quantitative Finance 17 (6), 855-872, 2017 | 32 | 2017 |
| Product Markovian quantization of a diffusion process with applications to finance L Fiorin, G Pagès, A Sagna Methodology and Computing in Applied Probability 21, 1087-1118, 2019 | 25 | 2019 |
| Pricing and calibration in local volatility models via fast quantization G Callegaro, L Fiorin, M Grasselli Available at SSRN 2495829, 2014 | 25 | 2014 |
| Quantization meets Fourier: a new technology for pricing options G Callegaro, L Fiorin, M Grasselli Annals of Operations Research 282, 59-86, 2019 | 22 | 2019 |
| Product Markovian quantization of an Rd-valued Euler scheme of a diffusion process with applications to finance L Fiorin, G Pagès, A Sagna Preprint, 2017 | 6 | 2017 |
| Quantization goes polynomial G Callegaro, L Fiorin, A Pallavicini Quantitative Finance 21 (3), 361-376, 2021 | 5 | 2021 |
| American quantized calibration in stochastic volatility G Callegaro, L Fiorin, M Grasselli Risk Magazine 31 (2), 84-88, 2018 | 5 | 2018 |
| Conic quantization: stochastic volatility and market implied liquidity L Fiorin, W Schoutens Quantitative Finance 20 (4), 531-542, 2020 | 4 | 2020 |
| Essays on Quantization in Financial Mathematics L Fiorin Università degli studi di Padova, 2018 | 1 | 2018 |
| Markovian and product quantization of an R d-valued Euler scheme of a diffusion process with applications to finance L FIORIN, G PAGÈS, A SAGNA Preprint, 2015 | 1 | 2015 |
| Estimation of Historical volatility and Allocation strategies using Variance Swaps L Fiorin arXiv preprint arXiv:2208.03164, 2022 | | 2022 |
| Quantized calibration in local volatility G Callegaro, L Fiorin, M Grasselli Risk Magazine 28 (4), 62-67, 2015 | | 2015 |
| Pricing via quantization in local and stochastic volatility models G Callegaro, L Fiorin, M Grasselli We are proud to present the Book of Abstracts of the contributions accepted …, 0 | | |
| Quantized option pricing in Mathematical Finance L Fiorin Seminario Dottorato 2016/17, 75, 0 | | |
