Sergio Scarlatti

Available identifiers

zbMath Open scarlatti.sergioMaRDI QIDQ165433

List of research outcomes

Publication	Date of Publication	Type
Probabilistic and statistical methods in commodity risk management	2024-07-30	Paper
A moment matching method for option pricing under stochastic interest rates	2024-07-25	Paper
Wrong way risk corrections to CVA in CIR reduced-form models	2023-11-03	Paper
CVA in fractional and rough volatility models	2023-04-21	Paper
Approximate value adjustments for European claims	2022-03-18	Paper
On a convergent power series method to price defaultable bonds in a Vašíček-CIR model	2022-03-11	Paper
CVA and vulnerable options pricing by correlation expansions	2021-11-08	Paper
CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS	2021-06-18	Paper
RANDOM TIME FORWARD-STARTING OPTIONS	2017-01-04	Paper
Option-based risk management of a bond portfolio under regime switching interest rates	2013-07-19	Paper
Exchange option pricing under stochastic volatility: a correlation expansion	2010-04-26	Paper
Pricing options under stochastic volatility: a power series approach	2010-04-22	Paper
Discounted and finitely repeated minority games with public signals	2008-06-26	Paper
A folk theorem for minority games	2006-02-16	Paper
Optimal scaling of MaLa for nonlinear regression.	2004-09-15	Paper
Mean field models and propagation of chaos in feedforward neural networks.	2001-10-09	Paper
A probability measure for random surfaces of arbitrary genus and bosonic strings in 4 dimensions	2001-03-08	Paper
Large deviations for Ising spin glasses with constrained disorder.	2001-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q4263620	2000-10-17	Paper
A Variational Problem Arising from Speech Recognition	1998-05-10	Paper
https://portal.mardi4nfdi.de/entity/Q4346102	1997-07-30	Paper
Singular traces and compact operators	1996-06-30	Paper
A remark on trace properties of K-cycles	1996-06-09	Paper
Non-symmetric Dirichlet forms on semifinite von Neumann algebras	1996-02-26	Paper
https://portal.mardi4nfdi.de/entity/Q4862520	1996-02-08	Paper
https://portal.mardi4nfdi.de/entity/Q4839653	1995-11-05	Paper
An Iterative Monte Carlo Scheme for Generating Lie Group-Valued Random Variables	1995-08-27	Paper
A global and stochastic analysis approach to bosonic strings and associated quantum fields	1993-01-16	Paper
Derivation of the time-dependent propagator for the three-dimensional Schrodinger equation with one point interaction	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3488205	1989-01-01	Paper
Enhanced Cauchy Schwarz inequality and some of its statistical applications	N/A	Paper

Research outcomes over time

This page was built for person: Sergio Scarlatti