Sebastiano Vitali

Available identifiers

Publication	Date of Publication	Type
Using interpolated implied volatility for analysing exogenous market changes	2024-05-14	Paper
Investment disputes and their explicit role in option market uncertainty and overall risk instability	2023-12-14	Paper
Comparing stage-scenario with nodal formulation for multistage stochastic problems	2023-10-26	Paper
Implied volatility smoothing at COVID-19 times	2023-08-22	Paper
Pension fund management with investment certificates and stochastic dominance	2021-11-08	Paper
Evaluation of scenario reduction algorithms with nested distance	2021-02-02	Paper
Implied Volatility Surface Estimation via Quantile Regularization	2020-12-18	Paper
Multistage multivariate nested distance: An empirical analysis	2019-03-01	Paper
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming	2018-10-29	Paper
Implied volatility and state price density estimation: arbitrage analysis	2018-10-10	Paper
Individual optimal pension allocation under stochastic dominance constraints	2018-03-02	Paper
Portfolio selection strategy for fixed income markets with immunization on average	2018-03-02	Paper
HOMOGENEOUS SELF-DUAL METHODS FOR SYMMETRIC CONES UNDER UNCERTAINTY	2017-02-24	Paper

This page was built for person: Sebastiano Vitali