Francesco Statti

Identifiers

• name variant Francesco Statti 0.60 · backfill

Papers (3)

1. Low-rank tensor approximation for Chebyshev interpolation in parametric option pricing q-fin.CP · 2019 · author #3
2. Unspanned Stochastic Volatility in the Multi-factor CIR Model q-fin.MF · 2017 · author #3
3. Incremental computation of block triangular matrix exponentials with application to option pricing math.NA · 2017 · author #3

Mentions

• 1703.00182 #3 · arxiv_oai · confidence 0.70 Francesco Statti

Frequent Coauthors

• Daniel Kressner 2 shared papers
• Damir Filipovi\'c 1 shared papers
• Kathrin Glau 1 shared papers
• Martin Larsson 1 shared papers
• Robert Luce 1 shared papers