Dominick Samperi
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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 |
|---|---|---|
| Calibrating a Diffusion Pricing Model with Uncertain Volatility: Regularization and Stability Mathematical Finance | 2003-04-06 | Paper |
| Exponential Hedging and Entropic Penalties Mathematical Finance | 2002-10-28 | Paper |
| Calibrating volatility surfaces via relative-entropy minimization Applied Mathematical Finance | 2002-09-04 | Paper |
| On Open Maps The American Mathematical Monthly | 1989-01-01 | Paper |
Research outcomes over time
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