Luca Gonzato
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 |
|---|---|---|
| Hawkes processes in energy markets: modelling, estimation and derivatives pricing | 2024-09-25 | Paper |
| Exact simulation of the Hull and White stochastic volatility model Journal of Economic Dynamics and Control | 2024-07-16 | Paper |
| Commodity Asian option pricing and simulation in a 4-factor model with jump clusters Annals of Operations Research | 2024-06-04 | Paper |
Research outcomes over time
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