Alberto Gennaro

Identifiers

• name variant Alberto Gennaro 0.60 · backfill

Papers (3)

1. Signature Methods for Optimal Market Making math.OC · 2026 · author #1
2. 2BSDE with uncertain horizon and application to stochastic control in erratic environments math.PR · 2025 · author #1
3. Delegated portfolio management with random default q-fin.MF · 2024 · author #1

Mentions

• 2606.19772 #1 · arxiv_oai · confidence 0.70 Alberto Gennaro
• 2506.15037 #1 · arxiv_oai · confidence 0.70 Alberto Gennaro
• 2410.13103 #1 · arxiv_oai · confidence 0.70 Alberto Gennaro

Frequent Coauthors

• Thibaut Mastrolia 3 shared papers
• Francesca Primavera 1 shared papers