activity
20082019
most citedHeat kernel methods in finance: the SABR model

2 citations · 3 across the 6 of their papers we have counts for

collaborators

6 papers

math.GR2019★ 1 cited

Twisted associativity of the cyclically reduced product of words, part 2

Carmelo Vaccaro

The cyclically reduced product of two words , denoted , is the cyclically reduced form of the concatenation of by . This product is not associative. Recently S.…

math.GR2019

Twisted associativity of the cyclically reduced product of words, part 1

Carmelo Vaccaro

The cyclically reduced product of two words , denoted , is the cyclically reduced form of the concatenation of by . This product is not associative. Recently S.…

math.GR2019

About the cyclically reduced product of words

Carmelo Vaccaro

The cyclically reduced product of two words is the cyclically reduced form of the concatenation of the two words. While the reduced form of such a concatenation (which is the produ…

q-fin.PR2012★ 2 cited

Heat kernel methods in finance: the SABR model

Carmelo Vaccaro

The SABR model is a stochastic volatility model not admitting a closed form solution. Hagan, Kumar, Leniewski and Woodward have obtained an approximate solution by means of perturb…

math.GR2010

Decision problems for finite and infinite presentations of groups and monoids

Carmelo Vaccaro

In this survey we show how well known results about the Word Problem for finite group presentations can be generalized to the Word Problem and other decision problems for non-neces…

math.GR2008

Algorithmic and combinatorial methods for enumerating the relators of a group presentation

Carmelo Vaccaro

The main achievement of this thesis is an algorithm which given a finite group presentation and natural numbers n and k, computes all the relators of length and area up to n and k…