Ofelia Bonesini

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
Risk premium and rough volatility Frontiers of Mathematical Finance	2026-02-26	Paper
Continuous-time persuasion by filtering Journal of Economic Dynamics & Control	2025-10-07	Paper
Correlated equilibria for mean field games with progressive strategies Mathematics of Operations Research	2025-06-02	Paper
A theoretical analysis of Guyon's toy volatility model SIAM Journal on Financial Mathematics	2025-05-14	Paper
Functional quantization of rough volatility and applications to volatility derivatives Quantitative Finance	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 Applied Mathematics and Optimization	2022-09-23	Paper

Research outcomes over time

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