PIGATO, PAOLO
PIGATO, PAOLO
Dipartimento di Economia e Finanza
A Reinforcement Learning Algorithm For Option Hedging
2024-01-01 Giorgi, F; Herzel, S; Pigato, P
A reinforcement learning algorithm for trading commodities
2024-01-01 Giorgi, F; Herzel, S; Pigato, P
A THRESHOLD MODEL for LOCAL VOLATILITY: EVIDENCE of LEVERAGE and MEAN REVERSION EFFECTS on HISTORICAL DATA
2019-01-01 Lejay, A; Pigato, P
Data and methods for A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data
2017-12-20 Lejay, A; Pigato, P
Density estimates and short-time asymptotics for a hypoelliptic diffusion process
2022-01-01 Pigato, P
Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations
2024-01-01 Mazzonetto, S; Pigato, P
Extreme at-the-money skew in a local volatility model
2019-01-01 Pigato, P
Local volatility under rough volatility
2023-01-01 Bourgey, F; De Marco, S; Friz, Pk; Pigato, P
Log-modulated rough stochastic volatility models
2021-01-01 Bayer, C; Harang, Fa; Pigato, P
Maximum likelihood drift estimation for a threshold diffusion
2020-01-01 Lejay, A; Pigato, P
Multi-scaling of moments in stochastic volatility models
2015-01-01 Dai Pra, P; Pigato, P
Multivariate rough volatility
2026-01-01 Dugo, R; Giorgio, G; Pigato, P
Neural networks and econometric models: Advancing brain connectivity for Alzheimer’s drug development
2025-01-01 Pini, L; Pigato, P; Menegaz, G; Boscolo Galazzo, I
Option Hedging Through Reinforcement Learning
2026-01-02 Giorgi, F; Herzel, S; Pigato, P
Precise asymptotics: Robust stochastic volatility models
2021-01-01 Friz, Pk; Gassiat, P; Pigato, P
Randomized optimal stopping algorithms and their convergence analysis
2021-01-01 Bayer, C; Belomestny, D; Hager, P; Pigato, P; Schoenmakers, J
Reinforced optimal control
2022-01-01 Bayer, C; Belomestny, D; Hager, P; Pigato, P; Schoenmakers, J; Spokoiny, V
Short-dated smile under rough volatility: asymptotics and numerics
2022-01-01 Friz, Pk; Gassiat, P; Pigato, P
Short-Time Asymptotics for Non-Self-Similar Stochastic Volatility Models
2023-01-01 Giorgio, G; Pacchiarotti, B; Pigato, P
Statistical estimation of the oscillating brownian motion
2018-01-01 Lejay, A; Pigato, P
| Data di pubblicazione | Titolo | Autore(i) | Tipo | File |
|---|---|---|---|---|
| 1-gen-2024 | A Reinforcement Learning Algorithm For Option Hedging | Giorgi, F; Herzel, S; Pigato, P | Articolo su rivista | |
| 1-gen-2024 | A reinforcement learning algorithm for trading commodities | Giorgi, F; Herzel, S; Pigato, P | Articolo su rivista | |
| 1-gen-2019 | A THRESHOLD MODEL for LOCAL VOLATILITY: EVIDENCE of LEVERAGE and MEAN REVERSION EFFECTS on HISTORICAL DATA | Lejay, A; Pigato, P | Articolo su rivista | |
| 20-dic-2017 | Data and methods for A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data | Lejay, A; Pigato, P | Altro | |
| 1-gen-2022 | Density estimates and short-time asymptotics for a hypoelliptic diffusion process | Pigato, P | Articolo su rivista | |
| 1-gen-2024 | Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations | Mazzonetto, S; Pigato, P | Articolo su rivista | |
| 1-gen-2019 | Extreme at-the-money skew in a local volatility model | Pigato, P | Articolo su rivista | |
| 1-gen-2023 | Local volatility under rough volatility | Bourgey, F; De Marco, S; Friz, Pk; Pigato, P | Articolo su rivista | |
| 1-gen-2021 | Log-modulated rough stochastic volatility models | Bayer, C; Harang, Fa; Pigato, P | Articolo su rivista | |
| 1-gen-2020 | Maximum likelihood drift estimation for a threshold diffusion | Lejay, A; Pigato, P | Articolo su rivista | |
| 1-gen-2015 | Multi-scaling of moments in stochastic volatility models | Dai Pra, P; Pigato, P | Articolo su rivista | |
| 1-gen-2026 | Multivariate rough volatility | Dugo, R; Giorgio, G; Pigato, P | Articolo su rivista | |
| 1-gen-2025 | Neural networks and econometric models: Advancing brain connectivity for Alzheimer’s drug development | Pini, L; Pigato, P; Menegaz, G; Boscolo Galazzo, I | Articolo su rivista | |
| 2-gen-2026 | Option Hedging Through Reinforcement Learning | Giorgi, F; Herzel, S; Pigato, P | Contributo in libro | |
| 1-gen-2021 | Precise asymptotics: Robust stochastic volatility models | Friz, Pk; Gassiat, P; Pigato, P | Articolo su rivista | |
| 1-gen-2021 | Randomized optimal stopping algorithms and their convergence analysis | Bayer, C; Belomestny, D; Hager, P; Pigato, P; Schoenmakers, J | Articolo su rivista | |
| 1-gen-2022 | Reinforced optimal control | Bayer, C; Belomestny, D; Hager, P; Pigato, P; Schoenmakers, J; Spokoiny, V | Articolo su rivista | |
| 1-gen-2022 | Short-dated smile under rough volatility: asymptotics and numerics | Friz, Pk; Gassiat, P; Pigato, P | Articolo su rivista | |
| 1-gen-2023 | Short-Time Asymptotics for Non-Self-Similar Stochastic Volatility Models | Giorgio, G; Pacchiarotti, B; Pigato, P | Articolo su rivista | |
| 1-gen-2018 | Statistical estimation of the oscillating brownian motion | Lejay, A; Pigato, P | Articolo su rivista |