Dominick Samperi
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Calibrating a Diffusion Pricing Model with Uncertain Volatility: Regularization and Stability Mathematical Finance | 2003-04-06 | Paper |
| Exponential Hedging and Entropic Penalties Mathematical Finance | 2002-10-28 | Paper |
| Calibrating volatility surfaces via relative-entropy minimization Applied Mathematical Finance | 2002-09-04 | Paper |
| On Open Maps The American Mathematical Monthly | 1989-01-01 | Paper |
Research outcomes over time
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