SVALUTO FERRO, Sara

SVALUTO FERRO, Sara  

DIPARTIMENTO DI SCIENZE ECONOMICHE  

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Risultati 1 - 14 di 14 (tempo di esecuzione: 0.029 secondi).
Titolo Data di pubblicazione Autore(i) File
Controlled measure-valued martingales: a viscosity solution approach 1-gen-2024 Cox, Alex; Källblad, Sigrid; Larsson, Martin; Svaluto-Ferro, Sara
Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces 1-gen-2020 Martin, Larsson; SVALUTO FERRO, Sara
Infinite dimensional polynomial processes 1-gen-2021 Cuchiero, Christa; SVALUTO FERRO, Sara
Joint calibration to SPX and VIX options with signature-based models 1-gen-2024 Cuchiero, Christa; Gazzani, Guido; Möller, Janka; Svaluto-Ferro, Sara
Measure-valued affine and polynomial diffusions 1-gen-2024 Cuchiero, Christa; DI PERSIO, Luca; Guida, Francesco; Svaluto-Ferro, Sara
Measure-valued processes for energy markets 1-gen-2022 Cuchiero, Christa; DI PERSIO, Luca; Guida, Francesco; SVALUTO FERRO, Sara
Polynomial jump-diffusions on the unit simplex 1-gen-2018 Cuchiero, Christa; Larsson, Martin; SVALUTO FERRO, Sara
Polynomial Volterra processes 1-gen-2024 Abi Jaber, Eduardo; Cuchiero, Christa; Pelizzari, Luca; Pulido, Sergio; Svaluto-Ferro, Sara
Probability measure-valued jump-diffusions in finance and related topics 1-gen-2018 SVALUTO FERRO, Sara
Probability measure-valued polynomial diffusions 1-gen-2019 Cuchiero, Christa; Larsson, Martin; SVALUTO FERRO, Sara
Propagation of minimality in the supercooled Stefan problem 1-gen-2023 Cuchiero, Christa; Rigger, Stefan; Svaluto-Ferro, Sara
Signature SDEs from an affine and polynomial perspective 1-gen-2023 Cuchiero, Christa; Svaluto-Ferro, Sara; Teichmann, Josef
Signature-based models: theory and calibration 1-gen-2023 Cuchiero, Christa; Gazzani, Guido; Svaluto-Ferro, Sara
Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models In corso di stampa Cuchiero, Christa; Primavera, Francesca; Svaluto-Ferro, Sara