Alessandro Bondi

Available identifiers

zbMath Open bondi.alessandroMaRDI QIDQ2170653

List of research outcomes

Publication	Date of Publication	Type
The rough Hawkes Heston stochastic volatility model	2024-11-20	Paper
Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations	2024-01-17	Paper
Affine Volterra processes with jumps	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	2022-09-06	Paper

Research outcomes over time

This page was built for person: Alessandro Bondi