Luca Pelizzari

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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
Primal and dual optimal stopping with signatures2023-12-06Paper
Rough PDEs for local stochastic volatility models2023-07-18Paper
Polynomial Volterra processes
(available as arXiv preprint)
N/APaper


Research outcomes over time


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