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 7 2 3 15 28
A Reinforcement Learning Algorithm for Trading Commodities 0 0 1 15 1 2 25 58
A multivariate model for financial indices and an algorithm for detection of jumps in the volatility 0 0 0 61 1 1 10 54
A multivariate model for financial indices and an algorithm for detection of jumps in the volatility 0 0 0 21 0 0 11 29
A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data 0 0 0 44 1 1 13 54
A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data 0 0 0 8 1 1 9 45
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 0 1 1 17 1 2 9 38
Log-modulated rough stochastic volatility models 0 0 0 3 0 0 10 25
Multivariate Rough Volatility 0 0 0 1 1 1 22 32
Multivariate Rough Volatility 0 0 0 14 0 0 18 30
Precise asymptotics: robust stochastic volatility models 0 0 0 19 0 1 6 38
Randomized optimal stopping algorithms and their convergence analysis 0 0 0 3 1 2 8 20
Short dated smile under Rough Volatility: asymptotics and numerics 0 0 0 7 0 0 7 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 0 3 26 38
Total Working Papers 0 2 5 274 9 18 210 576

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 1 1 8 28
Density estimates and short-time asymptotics for a hypoelliptic diffusion process 0 0 1 2 0 1 7 15
Extreme at-the-money skew in a local volatility model 0 0 3 14 0 2 14 77
Local volatility under rough volatility 0 0 1 5 0 0 23 32
Maximum likelihood drift estimation for a threshold diffusion 0 0 0 1 0 1 6 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 2 6 13
Total Journal Articles 0 0 5 27 2 7 81 218

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Statistics updated 2026-09-10