Claudia La Chioma

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Publications

Citations

204

H-Index

Active since

2004

Affiliations

Istituto per le Applicazioni del Calcolo Mauro Picone(Current)

Sapienza University of Rome

University of Oslo

Claudia La Chioma is an author at Istituto per le Applicazioni del Calcolo Mauro Picone specializing in finance, stochastic processes, and stochastic differential equations.

Publications per year

2004–2008

Publications

Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory

Maya Briani, Claudia La Chioma, Roberto Natalini · Numerische Mathematik · 2004 · 109 citations

Natural Sciences, Finance, Mathematics +17

Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions

Espen R. Jakobsen, Kenneth H. Karlsen, Claudia La Chioma · Numerische Mathematik · 2008 · 45 citations · Full text

Engineering, Economics, Dynamical Systems +14

OPTIMAL STRATEGIES FOR THE ISSUANCES OF PUBLIC DEBT SECURITIES

MASSIMILIANO ADAMO, Anna Lisa Amadori, Massimo Bernaschi et al. · International Journal of Theoretical and Applied Finance · 2004 · 22 citations

Business, Economics, Finance +16

Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations

Anna Lisa Amadori, Kenneth H. Karlsen, Claudia La Chioma · Stochastics and stochastics reports · 2004 · 14 citations · Full text

Engineering, Finance, Derivatives +16

HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES

Claudia La Chioma, Benedetto Piccoli · Mathematical Finance · 2007 · 14 citations

Engineering, Finance, Mathematics +14

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