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 0 1 6 0 3 16 22
A Reinforcement Learning Algorithm for Trading Commodities 0 0 0 14 3 8 15 45
A multivariate model for financial indices and an algorithm for detection of jumps in the volatility 0 0 0 61 0 2 4 48
A multivariate model for financial indices and an algorithm for detection of jumps in the volatility 0 0 0 21 1 7 7 25
A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data 0 0 0 44 1 5 11 50
A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data 0 0 0 8 0 0 8 42
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 8 37
Local volatility under rough volatility 0 0 0 16 0 4 7 33
Log-modulated rough stochastic volatility models 0 0 0 3 2 6 9 23
Multivariate Rough Volatility 0 0 1 14 2 6 16 25
Multivariate Rough Volatility 0 0 1 1 3 6 15 20
Precise asymptotics: robust stochastic volatility models 0 0 0 19 0 2 7 37
Randomized optimal stopping algorithms and their convergence analysis 0 0 0 3 0 1 4 16
Short dated smile under Rough Volatility: asymptotics and numerics 0 0 0 7 1 2 7 19
Short-time asymptotics for non self-similar stochastic volatility models 0 0 1 5 0 6 12 23
The Multivariate Fractional Ornstein-Uhlenbeck Process 0 0 2 11 1 11 20 29
Total Working Papers 0 0 6 270 14 70 166 494

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 4 7 26
Density estimates and short-time asymptotics for a hypoelliptic diffusion process 1 1 2 2 1 4 5 12
Extreme at-the-money skew in a local volatility model 1 1 5 14 1 3 16 71
Local volatility under rough volatility 0 0 4 4 2 14 27 27
Maximum likelihood drift estimation for a threshold diffusion 0 0 0 1 0 2 5 16
Multi-scaling of moments in stochastic volatility models 0 0 0 0 1 2 5 16
Short-Time Asymptotics for Non-Self-Similar Stochastic Volatility Models 0 0 1 2 0 2 6 10
Short-dated smile under rough volatility: asymptotics and numerics 0 0 0 1 1 3 6 11
Total Journal Articles 2 2 12 26 6 34 77 189

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Statistics updated 2026-04-09