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Riccardo Fazio Research Web-Page

Financial Problems

Papers and Books

A Front Fixing Implicit Finite Difference Method for the American Put Option Model. Submitted to: Numer. Meth. PDE, 2020.

Perpetual American Put Option: an Error Estimator for a Non-Standard Finite Difference Scheme. Accepted for publication by: Appl. Math. E-Notes,21, ?-?, 2021.

American Put Option: Richardson's Extrapolation and a Posteriori Error Estimator for a Front-Fixing Finite Difference Scheme. Accepted for publication by: Appl. Math. E-Notes, 20,?-?, 2020.

NEWETF, cosa sono? E perche' dovrebbero far parte dei tuoi investimenti, Lampi di stampa, Vignate, 2020.

Un capitolo disponibile da scaricare e stampare nel file pdf pdf.

Address:

Riccardo Fazio
Department of Mathematics
University of Messina
V.le F. Stagno D'Alcontres 31,
98166 Messina, Italy

Phone: +39 090 ?
Fax: +39 090 ?
Email: rfazio@unime.it


By Riccardo Fazio> Last modified: October 13, 2020