Cirillo, Pasquale

1. On Single Point Forecasts for Fat-Tailed Variables
   2020/07/31 by Taleb, Nassim Nicholas, Bar-Yam, Yaneer, Cirillo, Pasquale · 1 citation
   #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Physical sciences #General Economics (econ.GN) #Methodology (stat.ME) #Physics and Society (physics.soc-ph)
2. A new self-exciting jump-diffusion process for option pricing
   2022/05/26 by Arias, Luis A. Souto, Cirillo, Pasquale, Oosterlee, Cornelis W. · 1 citation
   #Computational Finance (q-fin.CP) #FOS: Economics and business #Pricing of Securities (q-fin.PR)