Main research:
- Metodi Monte Carlo per il trasporto luminoso - MSc thesys
- Various tech. reports at the CMCS page
- Analysis of interest rate hedging, internal report at Banca Intesa
- Fast skip ahead for linear recurrences modulo 2 - Submitted for publication
Other presentations:
- Introduction to Monte Carlo methods in Finance - Bologna - March 2006
- Fast skip ahead for linear recurrences modulo 2 - MCQMC2006
