Andrea Perchiazzo

Orcid: 0000-0002-8856-3718

According to our database¹, Andrea Perchiazzo authored at least 2 papers between 2021 and 2024.

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Timeline

Book In proceedings Article PhD thesis Dataset Other

2024

Implied value-at-risk and model-free simulation.

[DOI]

Ann. Oper. Res., May, 2024

2021

Finite Mixture Approximation of CARMA(p, q) Models.

[DOI]

SIAM J. Financial Math., 2021