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Roberto Daluiso

  1. Rough volatility dynamics in commodity markets
    2026/03/27 by Roberto Daluiso, Héctor Folgar-Cameán, Andrea Pallavicini +1 · 2 voices
    Economics, Econometrics and Finance · #q-fin.PR #q-fin.CP
  2. Time-Inhomogeneous Volatility Aversion for Financial Applications of Reinforcement Learning
    2026/02/12 by Federico Cacciamani, Roberto Daluiso, Marco Pinciroli +2 · 1 voice
    Economics, Econometrics and Finance · #q-fin.CP #q-fin.TR
  3. Optimal strategy and deep hedging for share repurchase programs
    2026/01/26 by Stefano Corti, Roberto Daluiso, Andrea Pallavicini · 1 voice
    Economics, Econometrics and Finance · #q-fin.PR #q-fin.CP