Luca Gonzato
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Person:6549598
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 |
|---|---|---|
| Hawkes processes in energy markets: modelling, estimation and derivatives pricing | 2024-09-25 | Paper |
| Exact simulation of the Hull and White stochastic volatility model Journal of Economic Dynamics and Control | 2024-07-16 | Paper |
| Commodity Asian option pricing and simulation in a 4-factor model with jump clusters Annals of Operations Research | 2024-06-04 | Paper |
Research outcomes over time
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