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Guido Gazzani
Guido Gazzani
University of Verona
在 univr.it 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Signature-based models: theory and calibration
C Cuchiero, G Gazzani, S Svaluto-Ferro
SIAM journal on financial mathematics 14 (3), 910-957, 2023
302023
Joint calibration to SPX and VIX options with signature‐based models
C Cuchiero, G Gazzani, J Möller, S Svaluto‐Ferro
Mathematical Finance, 2023
182023
Pricing and calibration in the 4-factor path-dependent volatility model
G Gazzani, J Guyon
arXiv preprint arXiv:2406.02319, 2024
12024
Risk measures under model uncertainty: A Bayesian viewpoint
C Cuchiero, G Gazzani, I Klein
Frontiers of Mathematical Finance 2 (4), 438-477, 2023
2023
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