{"id":"https://openalex.org/W2614312424","doi":"https://doi.org/10.1007/s10479-018-3048-z","title":"Quantization meets Fourier: a new technology for pricing options","display_name":"Quantization meets Fourier: a new technology for pricing options","publication_year":2018,"publication_date":"2018-10-06","ids":{"openalex":"https://openalex.org/W2614312424","doi":"https://doi.org/10.1007/s10479-018-3048-z","mag":"2614312424"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-018-3048-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-018-3048-z","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5080570559","display_name":"Giorgia Callegaro","orcid":"https://orcid.org/0000-0001-9026-5261"},"institutions":[{"id":"https://openalex.org/I138689650","display_name":"University of Padua","ror":"https://ror.org/00240q980","country_code":"IT","type":"education","lineage":["https://openalex.org/I138689650"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Giorgia Callegaro","raw_affiliation_strings":["Department of Mathematics, University of Padova, Via Trieste 63, 35121, Padova, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Padova, Via Trieste 63, 35121, Padova, Italy","institution_ids":["https://openalex.org/I138689650"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5080990698","display_name":"Lucio Fiorin","orcid":"https://orcid.org/0000-0002-0350-9473"},"institutions":[{"id":"https://openalex.org/I138689650","display_name":"University of Padua","ror":"https://ror.org/00240q980","country_code":"IT","type":"education","lineage":["https://openalex.org/I138689650"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Lucio Fiorin","raw_affiliation_strings":["Department of Mathematics, University of Padova, Via Trieste 63, 35121, Padova, Italy"],"raw_orcid":"https://orcid.org/0000-0002-0350-9473","affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Padova, Via Trieste 63, 35121, Padova, Italy","institution_ids":["https://openalex.org/I138689650"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5052358254","display_name":"Martino Grasselli","orcid":"https://orcid.org/0000-0002-9301-2451"},"institutions":[{"id":"https://openalex.org/I138689650","display_name":"University of Padua","ror":"https://ror.org/00240q980","country_code":"IT","type":"education","lineage":["https://openalex.org/I138689650"]},{"id":"https://openalex.org/I4210121459","display_name":"P\u00f4le L\u00e9onard de Vinci","ror":"https://ror.org/02setav13","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210121459"]}],"countries":["FR","IT"],"is_corresponding":false,"raw_author_name":"Martino Grasselli","raw_affiliation_strings":["Department of Mathematics, University of Padova, Via Trieste 63, 35121, Padova, Italy","L\u00e9onard de Vinci P\u00f4le Universitaire, Research Center, Paris La D\u00e9fense, 92916, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Padova, Via Trieste 63, 35121, Padova, Italy","institution_ids":["https://openalex.org/I138689650"]},{"raw_affiliation_string":"L\u00e9onard de Vinci P\u00f4le Universitaire, Research Center, Paris La D\u00e9fense, 92916, France","institution_ids":["https://openalex.org/I4210121459"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5080570559"],"corresponding_institution_ids":["https://openalex.org/I138689650"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":2.4945,"has_fulltext":false,"cited_by_count":14,"citation_normalized_percentile":{"value":0.89024204,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"282","issue":"1-2","first_page":"59","last_page":"86"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9326000213623047,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9300000071525574,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.6748760938644409},{"id":"https://openalex.org/keywords/fourier-transform","display_name":"Fourier transform","score":0.5518244504928589},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5030812621116638},{"id":"https://openalex.org/keywords/quantization","display_name":"Quantization (signal processing)","score":0.44228994846343994},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3329302668571472},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.325813353061676},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3098561763763428},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.23242464661598206},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.09017658233642578}],"concepts":[{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.6748760938644409},{"id":"https://openalex.org/C102519508","wikidata":"https://www.wikidata.org/wiki/Q6520159","display_name":"Fourier transform","level":2,"score":0.5518244504928589},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5030812621116638},{"id":"https://openalex.org/C28855332","wikidata":"https://www.wikidata.org/wiki/Q198099","display_name":"Quantization (signal processing)","level":2,"score":0.44228994846343994},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3329302668571472},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.325813353061676},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3098561763763428},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.23242464661598206},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.09017658233642578}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10479-018-3048-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-018-3048-z","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-3048-z","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-018-3048-z","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:www.research.unipd.it:11577/3280784","is_oa":false,"landing_page_url":"http://hdl.handle.net/11577/3280784","pdf_url":null,"source":{"id":"https://openalex.org/S4377196283","display_name":"Research Padua  Archive (University of Padua)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I138689650","host_organization_name":"University of Padua","host_organization_lineage":["https://openalex.org/I138689650"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","score":0.41999998688697815,"display_name":"Decent work and economic growth"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":56,"referenced_works":["https://openalex.org/W220510483","https://openalex.org/W253721128","https://openalex.org/W293775084","https://openalex.org/W1263662888","https://openalex.org/W1480459000","https://openalex.org/W1499969990","https://openalex.org/W1576475658","https://openalex.org/W1594442759","https://openalex.org/W1659099958","https://openalex.org/W1749921976","https://openalex.org/W1815463019","https://openalex.org/W1966935143","https://openalex.org/W1975760144","https://openalex.org/W1985565610","https://openalex.org/W2000033772","https://openalex.org/W2020264663","https://openalex.org/W2040251506","https://openalex.org/W2048531373","https://openalex.org/W2064978316","https://openalex.org/W2078924576","https://openalex.org/W2079692126","https://openalex.org/W2094206697","https://openalex.org/W2094959443","https://openalex.org/W2096077217","https://openalex.org/W2100190417","https://openalex.org/W2118574463","https://openalex.org/W2120022309","https://openalex.org/W2120062331","https://openalex.org/W2123053740","https://openalex.org/W2138540172","https://openalex.org/W2139698181","https://openalex.org/W2148080284","https://openalex.org/W2160605723","https://openalex.org/W2167698785","https://openalex.org/W2169930605","https://openalex.org/W2411806651","https://openalex.org/W2565735128","https://openalex.org/W2578428697","https://openalex.org/W2779916694","https://openalex.org/W2885386668","https://openalex.org/W2963319432","https://openalex.org/W2986057930","https://openalex.org/W3016843226","https://openalex.org/W3122434727","https://openalex.org/W3123180977","https://openalex.org/W3123191024","https://openalex.org/W3123321876","https://openalex.org/W3124063987","https://openalex.org/W3124282701","https://openalex.org/W3124475197","https://openalex.org/W3125660228","https://openalex.org/W4254197176","https://openalex.org/W6638403645","https://openalex.org/W6767070838","https://openalex.org/W6981854922","https://openalex.org/W7005375885"],"related_works":["https://openalex.org/W4250775169","https://openalex.org/W2979160909","https://openalex.org/W2114837856","https://openalex.org/W4386322429","https://openalex.org/W2359364609","https://openalex.org/W4309231192","https://openalex.org/W2322476848","https://openalex.org/W2064563243","https://openalex.org/W3206280435","https://openalex.org/W2952965081"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
