Lavagnini, Silvia
- Correlators of Polynomial Processes
2019/06/26 by Benth, Fred Espen, Lavagnini, Silvia · 1 citation
#Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Statistics Theory (math.ST)
- Deep Quadratic Hedging
2022/12/24 by Gnoatto, Alessandro, Lavagnini, Silvia, Picarelli, Athena · 1 citation
#60H10 #65M75 #68T07 #93E20 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Numerical Analysis (math.NA) #Probability (math.PR)