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Calibrating the Heston model with deep differential networks
2025 Zhang, Chen; Amici, Giovanni; Morandotti, Marco
Multidimensional modelling and optimization approaches for financial derivatives in incomplete markets
2025 Amici, Giovanni
Multivariate Additive Subordination with Applications in Finance
2025 Amici, Giovanni; Ballotta, Laura; Semeraro, Patrizia
Multivariate Lévy models: calibration and pricing
2025 Amici, G.; Brandimarte, P.; Messeri, F.; Semeraro, P.
| Citazione | Data di pubblicazione | Autori | File |
|---|---|---|---|
| Calibrating the Heston model with deep differential networks / Zhang, Chen; Amici, Giovanni; Morandotti, Marco. - In: DECISIONS IN ECONOMICS AND FINANCE. - ISSN 1593-8883. - (2025), pp. 1-23. [10.1007/s10203-025-00558-1] | 1-gen-2025 | Zhang, ChenAmici, GiovanniMorandotti, Marco | main copy.pdf; s10203-025-00558-1.pdf |
| Multidimensional modelling and optimization approaches for financial derivatives in incomplete markets / Amici, Giovanni. - (2025 Apr 01), pp. 1-150. [10.13121/polito/porto/2999506] | 1-apr-2025 | AMICI, GIOVANNI | conv_ga_phd_thesis.pdf; conv_ga_phd_synthesis.pdf |
| Multivariate Additive Subordination with Applications in Finance / Amici, Giovanni; Ballotta, Laura; Semeraro, Patrizia. - In: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. - ISSN 0377-2217. - 321:3(2025), pp. 1004-1020. [10.1016/j.ejor.2024.10.010] | 1-gen-2025 | Amici, GiovanniSemeraro, Patrizia + | main.pdf; Multivariate additive subordination with applications in finance.pdf |
| Multivariate Lévy models: calibration and pricing / Amici, G.; Brandimarte, P.; Messeri, F.; Semeraro, P.. - In: OR SPECTRUM. - ISSN 0171-6468. - (2025). [10.1007/s00291-025-00815-0] | 1-gen-2025 | Amici G.Brandimarte P.Semeraro P. + | ORAccettata.pdf; Multivariate Lévy models_ calibration and pricing.pdf |