Riccardo Brignone

Available identifiers

zbMath Open brignone.riccardoMaRDI QIDQ2120599

List of research outcomes

Publication	Date of Publication	Type
Exact simulation of the multifactor Ornstein-Uhlenbeck driven stochastic volatility model	2024-05-07	Paper
Moments of integrated exponential Lévy processes and applications to Asian options pricing	2022-09-30	Paper
Arbitrage-free Nelson-Siegel model for multiple yield curves	2022-04-01	Paper
A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process	2021-09-28	Paper
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models	2021-03-17	Paper
Asian options pricing in Hawkes-type jump-diffusion models	2020-04-20	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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