Fabi\'an Crocce

Identifiers

• name variant Fabi\'an Crocce 0.60 · backfill

Papers (6)

1. A non-iterative algorithm for generalized Pig games math.PR · 2018 · author #1
2. On optimal stopping of multidimensional diffusions math.PR · 2016 · author #2
3. Error analysis in Fourier methods for option pricing q-fin.PR · 2015 · author #1
4. Optimal Stopping for Strong Markov Processes: Explicit solutions and verification theorems for diffusions, multidimensional diffusions, and jump-processes math.PR · 2014 · author #1
5. A finite exact algorithm to solve a dice game math.OC · 2014 · author #1
6. Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions math.PR · 2013 · author #1

Mentions

• 1503.00019 #1 · backfill · confidence 0.70 Fabi\'an Crocce
• 1405.7539 #1 · backfill · confidence 0.70 Fabi\'an Crocce
• 1405.7488 #1 · backfill · confidence 0.70 Fabi\'an Crocce
• 1302.0712 #1 · backfill · confidence 0.70 Fabi\'an Crocce

Frequent Coauthors

• Ernesto Mordecki 4 shared papers
• Jonas Kiessling 1 shared papers
• Juho H\"app\"ol\"a 1 shared papers
• Paavo Salminen 1 shared papers
• Ra\'ul Tempone 1 shared papers
• S\"oren Christensen 1 shared papers