pith. sign in

Stefano Pagliarani

Identifiers

  • name variant Stefano Pagliarani 0.60 · backfill

Papers (12)

  1. Nash equilibrium in a singular stochastic game between two renewable power producers with price impact math.OC · 2024 · author #1
  2. A Fourier-based Picard-iteration approach for a class of McKean-Vlasov SDEs with L\'evy jumps math.PR · 2018 · author #2
  3. Local densities for a class of degenerate diffusions math.PR · 2018 · author #2
  4. Intrinsic Taylor formula for non-homogeneous Kolmogorov-type Lie groups math.AP · 2017 · author #1
  5. The exact Taylor formula of the implied volatility math.PR · 2015 · author #1
  6. Intrinsic Taylor formula for Kolmogorov-type homogeneous groups math.AP · 2015 · author #1
  7. Asymptotics for $d$-dimensional L\'evy-type processes q-fin.CP · 2014 · author #2
  8. A family of density expansions for L\'evy-type processes math.PR · 2013 · author #2
  9. Analytical expansions for parabolic equations math.AP · 2013 · author #2
  10. A Taylor series approach to pricing and implied vol for LSV models q-fin.CP · 2013 · author #2
  11. Explicit implied volatilities for multifactor local-stochastic volatility models q-fin.CP · 2013 · author #2
  12. Pricing approximations and error estimates for local L\'evy-type models with default q-fin.CP · 2013 · author #2

Mentions

  • 1812.05026 #2 · arxiv_oai · confidence 0.70 Stefano Pagliarani
  • 1803.09998 #2 · arxiv_oai · confidence 0.70 Stefano Pagliarani
  • 1707.01422 #1 · arxiv_oai · confidence 0.70 Stefano Pagliarani
  • 1510.06084 #1 · arxiv_oai · confidence 0.70 Stefano Pagliarani
  • 1501.03050 #1 · arxiv_oai · confidence 0.70 Stefano Pagliarani
  • 1404.3153 #2 · arxiv_oai · confidence 0.70 Stefano Pagliarani
  • 1312.3314 #2 · arxiv_oai · confidence 0.70 Stefano Pagliarani
  • 1306.5447 #2 · arxiv_oai · confidence 0.70 Stefano Pagliarani
  • 1304.1849 #2 · arxiv_oai · confidence 0.70 Stefano Pagliarani
  • 1312.7328 #2 · arxiv_oai · confidence 0.70 Stefano Pagliarani
  • 1308.5019 #2 · arxiv_oai · confidence 0.70 Stefano Pagliarani
  • 1510.06084 #1 · backfill · confidence 0.70 Stefano Pagliarani
  • 1501.03050 #1 · backfill · confidence 0.70 Stefano Pagliarani
  • 1404.3153 #2 · backfill · confidence 0.70 Stefano Pagliarani
  • 1312.7328 #2 · backfill · confidence 0.70 Stefano Pagliarani
  • 1312.3314 #2 · backfill · confidence 0.70 Stefano Pagliarani
  • 1308.5019 #2 · backfill · confidence 0.70 Stefano Pagliarani
  • 1306.5447 #2 · backfill · confidence 0.70 Stefano Pagliarani
  • 1304.1849 #2 · backfill · confidence 0.70 Stefano Pagliarani

Frequent Coauthors