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Annals of Operations Research|January 16, 2023
Commodity Asian option pricing and simulation in a 4-factor model with jump clustersRiccardo Brignone, Luca Gonzato, Carlo SgarraMathematics and Financial Economics|April 16, 2024
A Gamma Ornstein-Uhlenbeck model driven by a Hawkes processGuillaume Bernis, Riccardo Brignone, Simone Scotti, et al.Pageof 1