Analisi dei costi di processo in regime stocastico mediante l’uso di simulatori Monte Carlo

Pubblicazioni

- Mosca R., Cassettari L., Giribone P. G. (2012). Reliable Control of Convergence in Monte Carlo Pricing Methods for Options based on MSPE Technique. In: MATHEMATICAL MODELS and METHODS in APPLIED SCIENCES. p. 197-206, ISBN: 9781618040985, Iasi, Romania, 13 June
- MOSCA R, MOSCA M, L. CASSETTARI, GIRIBONE P.G (2010). The stochastic analysis of investments in industrial plants by Monte Carlo simulation models with control of experimental error: theory and application to a real business case. APPLIED MATHEMATICAL SCIENCES, vol. 4, n. 73-76, p. 3823 -3840, ISSN: 1312-885X
- Mosca R., Lucia Cassettari L., Giribone P.G. (2010). MSPE e Monte Carlo Pricing Method: tecniche di controllo della convergenza nei modelli finanziari. NEWSLETTER AIFIRM, p. 13-26