Scotti, Simone

1. Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling
   2016/02/17 by Ying Jiao, Jiao, Ying, Chengcang Ma +4 · 4 citations
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Credit Risk and Financial Regulations #Monetary Policy and Economic Impact
2. The rough Hawkes Heston stochastic volatility model
   2022/10/22 by Bondi, Alessandro, Pulido, Sergio, Scotti, Simone · 3 citations
   #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)
3. The Alpha-Heston Stochastic Volatility Model
   2018/12/05 by Ying Jiao, Jiao, Ying, Chunhua Ma +5 · 1 citation
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Risk and Volatility Modeling #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications