Antonino Zanette
Associate Professor
DEPARTMENT of MATHEMATICAL, INFORMATICS AND PHYSICAL SCIENCE
University of Udine
Italy
Biography
Dr. Antonino Zanette is currently working as a Associate Professor in the Department of DEPARTMENT of MATHEMATICAL, INFORMATICS AND PHYSICAL SCIENCES , University of Udine , Italy. His research interests includes MATHEMATICAL, INFORMATICS AND PHYSICAL SCIENCES . He /she is serving as an editorial member and reviewer of several international reputed journals. Dr. Antonino Zanette is the member of many international affiliations. He/ She has successfully completed his Administrative responsibilities. He /she has authored of many research articles/books related to MATHEMATICAL, INFORMATICS AND PHYSICAL SCIENCES .
Research Interest
MATHEMATICAL, INFORMATICS AND PHYSICAL SCIENCES
Publications
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Pressacco F, Gaudenzi M, Zanette A, Ziani L. New insights on testing the efficiency of methods of pricing and hedging American options. European Journal of Operational Research. 2008 Feb 16;185(1):235-54.
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Villeneuve S, Zanette A. Parabolic ADI methods for pricing American options on two stocks. Mathematics of Operations Research. 2002 Feb;27(1):121-49.
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Bally V, Caramellino L, Zanette A. Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach. Monte Carlo Methods and Applications mcma. 2005 Jun 1;11(2):97-133.
