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!

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


Research outcomes over time


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