DALUISO, ROBERTO
DALUISO, ROBERTO
DIPARTIMENTO DI STATISTICA E METODI QUANTITATIVI
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Risultati 1 - 8 di 8 (tempo di esecuzione: 0.017 secondi).
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
Titolo | Tipologia | Data di pubblicazione | Autori | File |
---|---|---|---|---|
Swing option pricing consistent with futures smiles | 01 - Articolo su rivista | 2024 | Daluiso R. + | |
CVA Hedging with Reinforcement Learning | 02 - Intervento a convegno | 2023 | Daluiso R. + | |
Optimal strategies for options on target volatility funds | 01 - Articolo su rivista | 2023 | Daluiso, R + | |
Second-order monte carlo sensitivities in linear or constant time | 01 - Articolo su rivista | 2020 | Daluiso R. | |
Fast mass computation of sensitivities and effective hedging of financial products | 07 - Tesi di dottorato Bicocca post 2009 | 2019 | DALUISO, ROBERTO | |
Algorithmic differentiation for discontinuous payoffs | 01 - Articolo su rivista | 2018 | Daluiso, R + | |
Margin Value Adjustment for CCPs with Q-Simulated Initial Margin | 03 - Contributo in libro | 2018 | Daluiso, RMorini, M + | |
Hedging efficiently under correlation | 01 - Articolo su rivista | 2017 | DALUISO, ROBERTOMORINI, MASSIMO |