Lucia Caramellino
- Regularity of probability laws by using an interpolation method
2012/10/31 by Vlad Bally, Bally, Vlad, Lucia Caramellino +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · #46B70 #60H07 #60H30 #FOS: Mathematics #Mathematical and Theoretical Analysis #Probability (math.PR) #Stochastic processes and financial applications
- Regularization lemmas and convergence in total variation
2019/07/29 by Lucia Caramellino, Bally, Vlad, Guillaume Poly +2 · 2 citations
Mathematics · Economics, Econometrics and Finance · #Random Matrices and Applications #Point processes and geometric inequalities #Stochastic processes and financial applications
- Non universality for the variance of the number of real roots of random\n trigonometric polynomials
2017/11/09 by Vlad Bally, Lucia Caramellino, Bally, Vlad +3 · 1 citation
Mathematics · #Advanced Algebra and Geometry #FOS: Mathematics #Geometry and complex manifolds #Mathematical functions and polynomials #Probability (math.PR)
- Convergence in Total Variation for nonlinear functionals of random hyperspherical harmonics
2022/06/06 by Lucia Caramellino, Giacomo Giorgio, Caramellino, Lucia +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Geometry and complex manifolds #Probability (math.PR)
- Pricing options on illiquid assets using liquid market benchmarks: an application to energy markets
2026/07/21 by Federico Aluigi, Lucia Caramellino, Paolo Pigato +1 · 1 voice
#q-fin.CP #q-fin.PR #stat.CO