BASCHETTI, Fabio
BASCHETTI, Fabio
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Risultati 1 - 3 di 3 (tempo di esecuzione: 0.007 secondi).
Deep calibration with random grids
2024 Baschetti, Fabio; Bormetti, Giacomo; Rossi, Pietro
Derivatives pricing under rough and path-dependent volatility: Analytics, High-Performance Computing and Machine Learning
2025 Baschetti, Fabio
The SINC way : a fast and accurate approach to Fourier pricing
2022 Baschetti, Fabio; Bormetti, Giacomo; Romagnoli, Silvia; Rossi, Pietro
| Titolo | Data di pubblicazione | Autori | Tipo | File |
|---|---|---|---|---|
| Deep calibration with random grids | 2024 | Baschetti, FabioBormetti, Giacomo + | 1.1 Articolo in rivista | |
| Derivatives pricing under rough and path-dependent volatility: Analytics, High-Performance Computing and Machine Learning | 2025 | BASCHETTI, Fabio | 9.1 Tesi PhD | |
| The SINC way : a fast and accurate approach to Fourier pricing | 2022 | Baschetti, FabioBormetti, Giacomo + | 1.1 Articolo in rivista |