PIGATO, PAOLO

PIGATO, PAOLO  

Dipartimento di Economia e Finanza  

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Risultati 1 - 19 di 19 (tempo di esecuzione: 0.038 secondi).
Data di pubblicazione Titolo Autore(i) Tipo File
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-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
1-gen-2021 The step stochastic volatility model Friz, P; Pigato, P; Seibel, J Articolo su rivista
1-gen-2018 Tube estimates for diffusion processes under a weak Hörmander condition Pigato, P Articolo su rivista
1-gen-2019 Tube estimates for diffusions under a local strong Hörmander condition Bally, V; Caramellino, L; Pigato, P Articolo su rivista