Andrea Pallavicini

According to our database, Andrea Pallavicini authored at least 3 papers between 2019 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Reinforcement learning for options on target volatility funds.

Roberto Daluiso, Emanuele Nastasi, Andrea Pallavicini, Stefano Polo

CoRR, 2021

Interpretability in deep learning for finance: a case study for the Heston model.

Damiano Brigo, Xiaoshan Huang, Andrea Pallavicini, Haitz Sáez de Ocáriz Borde

CoRR, 2021

2019

Nonlinear valuation under credit, funding, and margins: Existence, uniqueness, invariance, and disentanglement.

Damiano Brigo, Marco Francischello, Andrea Pallavicini

Eur. J. Oper. Res., 2019