Dr. Alessandro Sgarabottolo

Contact-Details:

eMail: ed.dlefeleib-inu olottobarags.ordnassela


25013	Hopf-Lax approximation for value functions of Lévy optimal control problems	PDF
24088	Discrete approximation of risk-based prices under volatility uncertainty	PDF
23077	Risk measures based on weak optimal transport	PDF
23065	Assessing swaption portfolios for prepayment risk mitigation: A parametric perspective	PDF
22067	A parametric approach to the estimation of convex risk functionals based on Wasserstein distance	PDF

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