DALUISO, ROBERTO
DALUISO, ROBERTO
DIPARTIMENTO DI STATISTICA E METODI QUANTITATIVI
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Risultati 1 - 9 di 9 (tempo di esecuzione: 0.014 secondi).
Fast and stable second-order credit sensitivities of credit valuation adjustment
2024 Daluiso, R
Swing option pricing consistent with futures smiles
2024 Daluiso, R; Nastasi, E; Pallavicini, A; Sartorelli, G
CVA Hedging with Reinforcement Learning
2023 Daluiso, R; Pinciroli, M; Trapletti, M; Vittori, E
Optimal strategies for options on target volatility funds
2023 Daluiso, R; Nastasi, E; Pallavicini, A; Polo, S
Second-order monte carlo sensitivities in linear or constant time
2020 Daluiso, R
Fast mass computation of sensitivities and effective hedging of financial products
2019 Daluiso, R
Algorithmic differentiation for discontinuous payoffs
2018 Daluiso, R; Facchinetti, G
Margin Value Adjustment for CCPs with Q-Simulated Initial Margin
2018 Daluiso, R; Facchinetti, G; Morini, M
Hedging efficiently under correlation
2017 Daluiso, R; Morini, M