Pagliarani, Stefano

1. The exact Taylor formula of the implied volatility
   2015/10/20 by Stefano Pagliarani, Pagliarani, Stefano, Andrea Pascucci +1 · 1 citation
   Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR
2. Optimal regularity for degenerate Kolmogorov equations with rough coefficients
   2022/04/29 by Giacomo Lucertini, Stefano Pagliarani, Lucertini, Giacomo +3 · 1 citation
   Economics, Econometrics and Finance · Engineering · Mathematics · #35B65 #35D99 #35K65 #60J60 #Analysis of PDEs (math.AP) #FOS: Mathematics #Mathematical Biology Tumor Growth #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
3. Degenerate McKean-Vlasov equations with drift in anisotropic negative Besov spaces
   2024/01/17 by Issoglio, Elena, Pagliarani, Stefano, Russo, Francesco +1 · 1 citation
   #FOS: Mathematics #Probability (math.PR)
4. Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent
   2023/10/20 by Agarwal, Ankush, Amato, Andrea, Reis, Goncalo dos +1 · 1 citation
   #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)