Details about Nicola Bruti-Liberati

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Short-id: pbr185

Working Papers

Alternative Defaultable Term Structure Models
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney

Strong Predictor-Corrector Euler Methods for Stochastic Differential Equations
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations

Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney

Approximation of Jump Diffusions in Finance and Economics
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations
See also Journal Article in Computational Economics (2007)
On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney

A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations
On the Strong Approximation of Jump-Diffusion Processes
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations
On the Strong Approximation of Pure Jump Processes
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney

Approximation of jump diffusions in finance and economics
Computational Economics, 2007, 29, (3), 283-312
See also Working Paper (2006)