Jacopo Corbetta

Available identifiers

zbMath Open corbetta.jacopoMaRDI QIDQ681998

List of research outcomes

Publication	Date of Publication	Type
Sampling of probability measures in the convex order by Wasserstein projection	2021-02-15	Paper
Robust calibration and arbitrage-free interpolation of SSVI slices	2020-01-31	Paper
SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS	2019-05-21	Paper
Evolution of the Wasserstein distance between the marginals of two Markov processes	2018-03-27	Paper
The asymptotic smile of a multiscaling stochastic volatility model	2018-02-13	Paper
General Smile Asymptotics with Bounded Maturity	2016-11-11	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Jacopo Corbetta