GAZZANI, GUIDO
GAZZANI, GUIDO
DIPARTIMENTO DI SCIENZE ECONOMICHE
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Joint calibration to SPX and VIX options with signature-based models
2024-01-01 Cuchiero, Christa; Gazzani, Guido; Möller, Janka; Svaluto-Ferro, Sara
Risk measures under model uncertainty: A Bayesian viewpoint
2023-01-01 Cuchiero, Christa; Gazzani, Guido; Klein, Irene
Signature-based models: theory and calibration
2023-01-01 Cuchiero, Christa; Gazzani, Guido; Svaluto-Ferro, Sara
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Joint calibration to SPX and VIX options with signature-based models | 1-gen-2024 | Cuchiero, Christa; Gazzani, Guido; Möller, Janka; Svaluto-Ferro, Sara | |
Risk measures under model uncertainty: A Bayesian viewpoint | 1-gen-2023 | Cuchiero, Christa; Gazzani, Guido; Klein, Irene | |
Signature-based models: theory and calibration | 1-gen-2023 | Cuchiero, Christa; Gazzani, Guido; Svaluto-Ferro, Sara |