Sara Svaluto-Ferro

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
Holomorphic jump-diffusions Stochastic Processes and their Applications	2025-11-17	Paper
Measure-valued processes for energy markets Mathematical Finance	2025-04-02	Paper
Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models Finance and Stochastics	2025-03-28	Paper
Polynomial Volterra processes Electronic Journal of Probability	2025-02-19	Paper
Joint calibration to SPX and VIX options with signature-based models Mathematical Finance	2025-01-20	Paper
Measure-valued affine and polynomial diffusions Stochastic Processes and their Applications	2024-09-02	Paper
Controlled measure-valued martingales: a viscosity solution approach The Annals of Applied Probability	2024-08-21	Paper
Signature-Based Models: Theory and Calibration SIAM Journal on Financial Mathematics	2023-09-14	Paper
Propagation of minimality in the supercooled Stefan problem The Annals of Applied Probability	2023-06-05	Paper
Signature SDEs from an affine and polynomial perspective	2023-02-02	Paper
Joint calibration to SPX and VIX options with signature-based models	2023-01-30	Paper
Universal approximation theorems for continuous functions of c\`adl\`ag paths and L\'evy-type signature models	2022-08-03	Paper
Measure-valued affine and polynomial diffusions	2021-12-30	Paper
Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces Electronic Journal of Probability	2021-07-21	Paper
Infinite-dimensional polynomial processes Finance and Stochastics	2021-04-29	Paper
Probability measure-valued polynomial diffusions Electronic Journal of Probability	2019-05-16	Paper
Probability measure-valued polynomial diffusions Electronic Journal of Probability	2019-05-16	Paper
Polynomial jump-diffusions on the unit simplex The Annals of Applied Probability	2018-11-07	Paper
Polynomial jump-diffusions on the unit simplex The Annals of Applied Probability	2018-11-07	Paper
Polynomial Volterra processes (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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