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 1 1 1 7 1 3 17 25
A Reinforcement Learning Algorithm for Trading Commodities 1 1 1 15 4 14 26 56
A multivariate model for financial indices and an algorithm for detection of jumps in the volatility 0 0 0 21 1 5 11 29
A multivariate model for financial indices and an algorithm for detection of jumps in the volatility 0 0 0 61 0 5 9 53
A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data 0 0 0 8 0 2 10 44
A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data 0 0 0 44 0 4 13 53
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 4 12 41
Local volatility under rough volatility 0 0 0 16 1 3 9 36
Log-modulated rough stochastic volatility models 0 0 0 3 1 4 11 25
Multivariate Rough Volatility 0 0 0 1 7 14 25 31
Multivariate Rough Volatility 0 0 0 14 3 7 19 30
Precise asymptotics: robust stochastic volatility models 0 0 0 19 0 0 7 37
Randomized optimal stopping algorithms and their convergence analysis 0 0 0 3 0 2 6 18
Short dated smile under Rough Volatility: asymptotics and numerics 0 0 0 7 0 3 9 21
Short-time asymptotics for non self-similar stochastic volatility models 0 0 0 5 0 1 10 24
The Multivariate Fractional Ornstein-Uhlenbeck Process 0 0 1 11 2 7 25 35
Total Working Papers 2 2 3 272 20 78 219 558

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 1 8 27
Density estimates and short-time asymptotics for a hypoelliptic diffusion process 0 1 1 2 1 3 6 14
Extreme at-the-money skew in a local volatility model 0 1 5 14 1 5 17 75
Local volatility under rough volatility 1 1 1 5 2 7 27 32
Maximum likelihood drift estimation for a threshold diffusion 0 0 0 1 0 2 7 18
Multi-scaling of moments in stochastic volatility models 0 0 0 0 0 6 10 21
Short-Time Asymptotics for Non-Self-Similar Stochastic Volatility Models 0 0 0 2 0 3 8 13
Short-dated smile under rough volatility: asymptotics and numerics 0 0 0 1 0 1 5 11
Total Journal Articles 1 3 7 27 4 28 88 211

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Statistics updated 2026-06-04