Marco de Innocentis

Identifiers

• name variant Marco de Innocentis 0.60 · backfill

Papers (1)

1. Fast reliable pricing and calibration of the rough Heston model q-fin.CP · 2025 · author #2

Mentions

• 2508.15080 #2 · arxiv_oai · confidence 0.70 Marco de Innocentis

Frequent Coauthors

• Sergei Levendorski\u{i} 1 shared papers
• Svetlana Boyarchenko 1 shared papers