Vinicius Albani

Identifiers

• name variant Vinicius Albani 0.60 · backfill

Papers (5)

1. A Splitting Strategy for the Calibration of Jump-Diffusion Models q-fin.CP · 2018 · author #1
2. Local Volatility Models in Commodity Markets and Online Calibration q-fin.CP · 2016 · author #1
3. Data driven recovery of local volatility surfaces math.NA · 2015 · author #1
4. Optimal Convergence Rates Results for Linear Inverse Problems in Hilbert Spaces math.FA · 2015 · author #1
5. On the Choice of the Tikhonov Regularization Parameter and the Discretization Level: A Discrepancy-Based Strategy math.NA · 2014 · author #1

Mentions

• 1512.07660 #1 · arxiv_oai · confidence 0.70 Vinicius Albani
• 1511.02950 #1 · arxiv_oai · confidence 0.70 Vinicius Albani
• 1410.6222 #1 · arxiv_oai · confidence 0.70 Vinicius Albani
• 1410.6222 #1 · backfill · confidence 0.70 Vinicius Albani

Frequent Coauthors

• Jorge P. Zubelli 3 shared papers
• Uri M. Ascher 2 shared papers
• Adriano De Cezaro 1 shared papers
• Jorge Zubelli 1 shared papers
• Maarten V. de Hoop 1 shared papers
• Otmar Scherzer 1 shared papers
• Peter Elbau 1 shared papers
• Xu Yang 1 shared papers