The following pages link to Paolo Pigato (Q1635972):
Displayed 19 items.
- (Q492946) (redirect page) (← links)
- Multi-scaling of moments in stochastic volatility models (Q492947) (← links)
- Tube estimates for diffusion processes under a weak Hörmander condition (Q1635973) (← links)
- Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
- Density estimates and short-time asymptotics for a hypoelliptic diffusion process (Q2074984) (← links)
- Reinforced optimal control (Q2103076) (← links)
- Precise asymptotics: robust stochastic volatility models (Q2240838) (← links)
- Extreme at-the-money skew in a local volatility model (Q2274223) (← links)
- Tube estimates for diffusions under a local strong Hörmander condition (Q2291972) (← links)
- Short-dated smile under rough volatility: asymptotics and numerics (Q5072906) (← links)
- Maximum likelihood drift estimation for a threshold diffusion (Q5136954) (← links)
- Randomized Optimal Stopping Algorithms and Their Convergence Analysis (Q5162847) (← links)
- Log-Modulated Rough Stochastic Volatility Models (Q5162852) (← links)
- A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
- Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)
- Local volatility under rough volatility (Q6187367) (← links)
- A multivariate model for financial indices and an algorithm for detection of jumps in the volatility (Q6251135) (← links)
- Diffusions under a local strong H\"ormander condition. Part II: tube estimates (Q6275597) (← links)
- Short-time asymptotics for non self-similar stochastic volatility models (Q6397084) (← links)