finproblems.html

Riccardo Fazio Research Web-Page

Financial Problems

Papers and Books

A Front Fixing Implicit Finite Difference Method for the American Put Option Model. Math. Comput. Appl. 2021, 26, 30.

Perpetual American Put Option: an Error Estimator for a Non-Standard Finite Difference Scheme. Accepted for publication by: Appl. Math. E-Notes, 21, 282-290, 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, 20,445-457, 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 3290916658
Fax: +39 090 ?
Email: rfazio@unime.it


By Riccardo Fazio> Last modified: October 13, 2022