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Leonardo Perotti
Leonardo Perotti
PhD Candidate, Mathematical Institute, Utrecht University
Verified email at uu.nl
Title
Cited by
Cited by
Year
Fast sampling from time-integrated bridges using deep learning
L Perotti, LA Grzelak
Journal of Computational Mathematics and Data Science 5, 100060, 2022
22022
On pricing of discrete Asian and Lookback options under the Heston model
L Perotti, LA Grzelak
International Journal of Computer Mathematics, 1-30, 2024
2024
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Articles 1–2