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researcher

Ricardo Crisóstomo

7 papers hereh-index 569 citations13 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author5
  • first author2

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • q-fin.RM4
  • q-fin.CP1
  • q-fin.PR1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20152026
most citedSpeed and biases of Fourier-based pricing choices: A numerical analysis

12 citations · 27 across the 6 of their papers we have counts for

collaborators
Showing 2017Show all

1 paper · 1 filter

q-fin.CP2017★ 12 cited

Speed and biases of Fourier-based pricing choices: A numerical analysis

Ricardo Crisóstomo

We compare the CPU effort and pricing biases of seven Fourier-based implementations. Our analyses show that truncation and discretization errors significantly increase as we move a…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.