Ofelia Bonesini

Available identifiers

zbMath Open bonesini.ofeliaMaRDI QIDQ2171034

List of research outcomes

Publication	Date of Publication	Type
Functional quantization of rough volatility and applications to volatility derivatives	2024-04-12	Paper
$\mathfrak{X}$PDE for $\mathfrak{X} \in \{\mathrm{BS},\mathrm{FBS}, \mathrm{P}\}$: a rough volatility context	2023-09-20	Paper
From elephant to goldfish (and back): memory in stochastic Volterra processes	2023-06-05	Paper
Rough volatility, path-dependent PDEs and weak rates of convergence	2023-04-06	Paper
Correlated equilibria for mean field games with progressive strategies	2022-12-03	Paper
A McKean-Vlasov game of commodity production, consumption and trading	2022-09-23	Paper

Research outcomes over time

This page was built for person: Ofelia Bonesini