Access Statistics for Paolo Pigato

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reinforcement Learning Algorithm For Option Hedging 0 1 1 7 0 2 17 26
A Reinforcement Learning Algorithm for Trading Commodities 0 1 1 15 0 5 25 57
A multivariate model for financial indices and an algorithm for detection of jumps in the volatility 0 0 0 21 0 1 11 29
A multivariate model for financial indices and an algorithm for detection of jumps in the volatility 0 0 0 61 0 0 9 53
A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data 0 0 0 44 0 0 13 53
A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data 0 0 0 8 0 0 10 44
Data and methods for A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data 0 0 0 37 0 1 12 42
Local volatility under rough volatility 1 1 1 17 1 2 8 37
Log-modulated rough stochastic volatility models 0 0 0 3 0 1 10 25
Multivariate Rough Volatility 0 0 0 1 0 7 24 31
Multivariate Rough Volatility 0 0 0 14 0 3 19 30
Precise asymptotics: robust stochastic volatility models 0 0 0 19 0 1 7 38
Randomized optimal stopping algorithms and their convergence analysis 0 0 0 3 0 1 7 19
Short dated smile under Rough Volatility: asymptotics and numerics 0 0 0 7 0 0 8 21
Short-time asymptotics for non self-similar stochastic volatility models 0 0 0 5 0 0 9 24
The Multivariate Fractional Ornstein-Uhlenbeck Process 0 1 2 12 1 5 27 38
Total Working Papers 1 4 5 274 2 29 216 567

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA 0 0 0 2 0 0 8 27
Density estimates and short-time asymptotics for a hypoelliptic diffusion process 0 0 1 2 0 2 7 15
Extreme at-the-money skew in a local volatility model 0 0 3 14 2 3 16 77
Local volatility under rough volatility 0 1 1 5 0 2 24 32
Maximum likelihood drift estimation for a threshold diffusion 0 0 0 1 1 1 7 19
Multi-scaling of moments in stochastic volatility models 0 0 0 0 0 0 10 21
Short-Time Asymptotics for Non-Self-Similar Stochastic Volatility Models 0 0 0 2 0 0 7 13
Short-dated smile under rough volatility: asymptotics and numerics 0 0 0 1 1 1 6 12
Total Journal Articles 0 1 5 27 4 9 85 216

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Statistics updated 2026-08-07