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Mazzoran, Andrea
7  Ergebnisse:
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1

A general framework for a joint calibration of VIX and VXX ..:

Grasselli, Martino ; Mazzoran, Andrea ; Pallavicini, Andrea
Annals of Operations Research.  336 (2023)  1-2 - p. 3-26 , 2023
Link: https://doi.org/10.1007/..
 
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2

A self‐exciting modeling framework for forward prices in po..:

Callegaro, Giorgia ; Mazzoran, Andrea ; Sgarra, Carlo
Applied Stochastic Models in Business and Industry.  38 (2021)  1 - p. 27-48 , 2021
Link: https://doi.org/10.1002/..
 
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3

Novel exact solutions for PDEs with mixed boundary conditio..:

Craddock, Mark ; Grasselli, Martino ; Mazzoran, Andrea
http://arxiv.org/abs/2311.12177.  , 2023
Link: http://arxiv.org/abs/231..
 
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4

A general framework for a joint calibration of VIX and VXX ..:

Grasselli, Martino ; Mazzoran, Andrea ; Pallavicini, Andrea
http://arxiv.org/abs/2012.08353.  , 2020
Link: http://arxiv.org/abs/201..
 
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5

A Self-Exciting Modelling Framework for Forward Prices in P..:

Callegaro, Giorgia ; Mazzoran, Andrea ; Sgarra, Carlo
http://arxiv.org/abs/1910.13286.  , 2019
Link: http://arxiv.org/abs/191..
 
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6

A Self-Exciting Modelling Framework for Forward Prices in P..:

giorgia callegaro ; carlo sgarra ; andrea mazzoran
info:eu-repo/semantics/altIdentifier/wos/WOS:000693237300001.  , 2022
Link: http://hdl.handle.net/11..
 
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7

A self-exciting modeling framework for forward prices in po..:

Giorgia Callegaro ; Andrea Mazzoran ; Carlo Sgarra
info:eu-repo/semantics/altIdentifier/wos/WOS:000693237300001.  , 2021
Link: http://hdl.handle.net/11..
 
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