Carlo Sgarra
Author
Alternate names C. Sgarra, Carlo Sgarra
Institution University of Bari Aldo Moro
Past institutions University of Bari Aldo Moro, Politecnico di Milano, University of Milan, University of Turin
ORCID: Yes
H-index: 15
I10-index: 17
Works count: 106
Citations count: 636
An exact analytical solution for discrete barrier options
2005 · Gianluca Fusai, I. David Abrahams, et al. · Finance and Stochastics
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach
2010 · Luca Vincenzo Ballestra, Carlo Sgarra · Computers & Mathematics with Applications
A branching process approach to power markets
2018 · Ying Jiao, Chunhua Ma, et al. · Energy Economics