Silvia Lavagnini
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Person:5013832
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 |
|---|---|---|
| Cross-currency Heath-Jarrow-Morton framework in the multiple-curve setting SIAM Journal on Financial Mathematics | 2026-09-01 | Paper |
| Deep quadratic hedging Mathematics of Operations Research | 2025-11-26 | Paper |
| Pricing Asian options with correlators International Journal of Theoretical and Applied Finance | 2022-03-11 | Paper |
| Correlators of polynomial processes SIAM Journal on Financial Mathematics | 2021-12-02 | Paper |
Research outcomes over time
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