Sara Svaluto-Ferro

Available identifiers

Publication	Date of Publication	Type
Joint calibration to SPX and VIX options with signature-based models	2025-01-20	Paper
Measure-valued affine and polynomial diffusions	2024-09-02	Paper
Controlled measure-valued martingales: a viscosity solution approach	2024-08-21	Paper
Signature-Based Models: Theory and Calibration	2023-09-14	Paper
Propagation of minimality in the supercooled Stefan problem	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	2021-07-21	Paper
Infinite-dimensional polynomial processes	2021-04-29	Paper
Probability measure-valued polynomial diffusions	2019-05-16	Paper
Polynomial jump-diffusions on the unit simplex	2018-11-07	Paper
Polynomial Volterra processes	N/A	Paper

This page was built for person: Sara Svaluto-Ferro