Antonio Marini

1. Calibration of the Bass Local Volatility model
   2023/11/24 by Beatrice Acciaio, Acciaio, Beatrice, Antonio Marini +3 · 2 citations
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Economic theories and models #Financial Risk and Volatility Modeling
2. Existence of q-Bass martingales in the semidiscrete setting
   2026/07/17 by Beatrice Acciaio, Antonio Marini
   #math.PR #q-fin.MF