Papers

Edoardo Lombardo
Equal contribution
, Katia Colaneri
Equal contribution
, Alessandra Cretarola
Equal contribution
, Daniele Mancinelli
Equal contribution
(2025). Design and hedging of unit linked life insurance with environmental factors.
Code Project Preprint
Edoardo Lombardo
Equal contribution
, Aurélien Alfonsi
Equal contribution
(2025). High Order Approximations and Simulation Schemes for the Log-Heston Process. SIFIN.
PDF Code Project Preprint
Edoardo Lombardo (2024). Some PDE results in Heston model with applications.
Code Project Preprint
Edoardo Lombardo
Equal contribution
, Aurélien Alfonsi
Equal contribution
(2024). High order approximations of the Cox–Ingersoll–Ross process semigroup using random grids. IMAJNA.
PDF Code Project Preprint