Concepedia

Lucio Fiorin

LF

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Publications

4

Citations

69

H-Index

4

Active since

2015

Affiliations

University of Padua(Current)

Lucio Fiorin is an author at University of Padua specializing in finance, financial economics, and quantization.

ORCID

Publications per year

2015–2018

4

Publications

4

Pricing via recursive quantization in stochastic volatility models

Giorgia Callegaro, Lucio Fiorin, Martino Grasselli · Quantitative Finance · 2016 · 21 citations

, , +17

Product Markovian Quantization of a Diffusion Process with Applications to Finance

Lucio Fiorin, Gilles Pagès, Abass Sagna · Methodology And Computing In Applied Probability · 2018 · 18 citations

, , +14

Quantized calibration in local volatility

Callegaro Giorgia, Lucio Fiorin, Martino Grasselli · 2015 · 16 citations

, , +5

Quantization meets Fourier: a new technology for pricing options

Giorgia Callegaro, Lucio Fiorin, Martino Grasselli · Annals of Operations Research · 2018 · 14 citations

, , +15

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