| The rough Hawkes Heston stochastic volatility model A Bondi, S Pulido, S Scotti Mathematical Finance, 2024 | 24 | 2024 |
| Affine Volterra processes with jumps A Bondi, G Livieri, S Pulido Stochastic Processes and their Applications 168, 104264, 2024 | 16 | 2024 |
| Comparing two different option pricing methods A Bondi, D Radojičić, T Rheinländer Risks 8 (4), 108, 2020 | 4 | 2020 |
| On the Kolmogorov equation associated with Volterra equations and Fractional Brownian Motion A Bondi, F Flandoli arXiv preprint arXiv:2309.13597, 2023 | 2 | 2023 |
| Probability computation for high-dimensional semilinear SDEs driven by isotropic α-stable processes via mild Kolmogorov equations A Bondi Electronic Journal of Probability 28, 1-31, 2023 | 2 | 2023 |
| Smoothing effect and Derivative formulas for Ornstein–Uhlenbeck processes driven by subordinated cylindrical Brownian noises A Bondi Journal of Functional Analysis 283 (10), 109660, 2022 | 2 | 2022 |
| Feller's test for explosions of stochastic Volterra equations A Bondi, S Pulido arXiv preprint arXiv:2406.13537, 2024 | 1 | 2024 |
| A sharp c\adl\ag property for jump diffusions and dynamic programming principle A Bondi, E Priola arXiv preprint arXiv:2307.16871, 2023 | 1 | 2023 |
| On semilinear SDEs driven by 𝛂–stable noise, affine Volterra processes with jumps and their applications A Bondi Scuola Normale Superiore, 2024 | | 2024 |
