Andrea Perchiazzo
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Person:5013834
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 |
|---|---|---|
| Pricing of futures with a CARMA(p,q) model driven by a time changed Brownian motion | 2026-04-22 | Paper |
| Multivariate portfolio choice via quantiles Quantitative Finance | 2026-03-16 | Paper |
| Implied value-at-risk and model-free simulation Annals of Operations Research | 2024-06-04 | Paper |
| A Hawkes model with CARMA(p,q) intensity | 2022-08-04 | Paper |
| Finite mixture approximation of CARMA(p,q) models SIAM Journal on Financial Mathematics | 2021-12-02 | Paper |
Research outcomes over time
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