Lorenzo Silotto

According to our database, Lorenzo Silotto authored at least 1 paper in 2024.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of six.

2024

XVA modelling: validation, performance and model risk management.

Lorenzo Silotto, Marco Scaringi, Marco Bianchetti

Ann. Oper. Res., May, 2024