Vinicius Albani

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
Stochastic transmission in epidemiological models Journal of Mathematical Biology	2024-02-20	Paper
A splitting strategy for the calibration of jump-diffusion models Finance and Stochastics	2020-08-03	Paper
A connection between uniqueness of minimizers in Tikhonov-type regularization and Morozov-like discrepancy principles Inverse Problems and Imaging	2019-03-01	Paper
Data driven recovery of local volatility surfaces Inverse Problems and Imaging	2017-08-09	Paper
Convex regularization of local volatility estimation International Journal of Theoretical and Applied Finance	2017-03-30	Paper
Online local volatility calibration by convex regularization Applicable Analysis and Discrete Mathematics	2017-03-14	Paper
Optimal convergence rates results for linear inverse problems in Hilbert spaces Numerical Functional Analysis and Optimization	2016-08-19	Paper
On the choice of the Tikhonov regularization parameter and the discretization level: a discrepancy-based strategy Inverse Problems and Imaging	2016-03-16	Paper

Research outcomes over time

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