Alessandro Bondi
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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 |
|---|---|---|
| The rough Hawkes Heston stochastic volatility model Mathematical Finance | 2024-11-20 | Paper |
| Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations Electronic Journal of Probability | 2024-01-17 | Paper |
| Affine Volterra processes with jumps Stochastic Processes and their Applications | 2024-01-12 | Paper |
| On the Kolmogorov equation associated with Volterra equations and Fractional Brownian Motion | 2023-09-24 | Paper |
| A sharp c\`adl\`ag property for jump diffusions and dynamic programming principle | 2023-07-31 | Paper |
| The rough Hawkes Heston stochastic volatility model | 2022-10-22 | Paper |
| Smoothing effect and derivative formulas for Ornstein-Uhlenbeck processes driven by subordinated cylindrical Brownian noises Journal of Functional Analysis | 2022-09-06 | Paper |
Research outcomes over time
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