受强制性开放获取政策约束的文章 - Paolo Pigato了解详情
可在其他位置公开访问的文章：10 篇
Precise asymptotics: robust stochastic volatility models
PK Friz, P Gassiat, P Pigato
The Annals of Applied Probability 31 (2), 896-940, 2021
强制性开放获取政策： European Commission, Agence Nationale de la Recherche
A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data
A Lejay, P Pigato
International Journal of Theoretical and Applied Finance 22 (04), 1950017, 2019
强制性开放获取政策： European Commission
Maximum likelihood drift estimation for a threshold diffusion
A Lejay, P Pigato
Scandinavian Journal of Statistics 47 (3), 609-637, 2020
强制性开放获取政策： European Commission
Log-modulated rough stochastic volatility models
C Bayer, FA Harang, P Pigato
SIAM Journal on Financial Mathematics 12 (3), 1257-1284, 2021
强制性开放获取政策： German Research Foundation, Research Council of Norway
Short-dated smile under rough volatility: asymptotics and numerics
PK Friz, P Gassiat, P Pigato
Quantitative Finance 22 (3), 463-480, 2022
强制性开放获取政策： German Research Foundation, European Commission, Agence Nationale de la …
Local volatility under rough volatility
F Bourgey, S De Marco, PK Friz, P Pigato
arXiv preprint arXiv:2204.02376, 2022
强制性开放获取政策： German Research Foundation, European Commission, Government of Italy
Randomized optimal stopping algorithms and their convergence analysis
C Bayer, D Belomestny, P Hager, P Pigato, J Schoenmakers
SIAM Journal on Financial Mathematics 12 (3), 1201-1225, 2021
强制性开放获取政策： German Research Foundation
Tube estimates for diffusions under a local strong Hörmander condition
V Bally, L Caramellino, P Pigato
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 55 (4 …, 2019
强制性开放获取政策： Government of Italy
The step stochastic volatility model
P Friz, P Pigato, J Seibel
RISK, 2021
强制性开放获取政策： German Research Foundation
Short-time asymptotics for non self-similar stochastic volatility models
G Giorgio, B Pacchiarotti, P Pigato
arXiv preprint arXiv:2204.10103, 2022
强制性开放获取政策： Government of Italy
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