Pietro Rossi

Identifiers

• name variant Pietro Rossi 0.60 · backfill

Papers (5)

1. Joint deep calibration of the 4-factor PDV model q-fin.CP · 2025 · author #3
2. Defaultable bond liquidity spread estimation: an option-based approach q-fin.PR · 2025 · author #1
3. An Electrically Conductive Oleogel Paste for Edible Electronics physics.app-ph · 2022 · author #5
4. The SINC way: A fast and accurate approach to Fourier pricing q-fin.PR · 2020 · author #4
5. Deep learning Profit & Loss q-fin.RM · 2020 · author #1

Mentions

• 2507.09412 #3 · arxiv_oai · confidence 0.70 Pietro Rossi
• 2501.11427 #1 · arxiv_oai · confidence 0.70 Pietro Rossi
• 2205.00764 #5 · arxiv_oai · confidence 0.70 Pietro Rossi
• 2009.00557 #4 · arxiv_oai · confidence 0.70 Pietro Rossi
• 2006.09955 #1 · arxiv_oai · confidence 0.70 Pietro Rossi

Frequent Coauthors

• Giacomo Bormetti 3 shared papers
• Fabio Baschetti 2 shared papers
• Alessandro Luzio 1 shared papers
• Claudia Bertei 1 shared papers
• Dimitrios G. Papageorgiou 1 shared papers
• Fabio Di Fonzo 1 shared papers
• Federica Arena 1 shared papers
• Flavio Cocco 1 shared papers
• Leonardo Lamanna 1 shared papers
• Mario Caironi 1 shared papers
• Mufeng Liu 1 shared papers
• Paolo Spezzati 1 shared papers
• Pietro Cataldi 1 shared papers
• Riccardo Tedeschi 1 shared papers
• Silvia Romagnoli 1 shared papers