The following pages link to Jacopo Corbetta (Q681998):
Displaying 6 items.
- The asymptotic smile of a multiscaling stochastic volatility model (Q681999) (← links)
- Evolution of the Wasserstein distance between the marginals of two Markov processes (Q1708973) (← links)
- Sampling of probability measures in the convex order by Wasserstein projection (Q2227463) (← links)
- Robust calibration and arbitrage-free interpolation of SSVI slices (Q2292060) (← links)
- General Smile Asymptotics with Bounded Maturity (Q2832614) (← links)
- SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS (Q5376998) (← links)