Paolo Pigato

According to our database, Paolo Pigato authored at least 3 papers between 2020 and 2021.

Collaborative distances:

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

2021

Log-Modulated Rough Stochastic Volatility Models.

Christian Bayer, Fabian A. Harang, Paolo Pigato

SIAM J. Financial Math., 2021

Randomized Optimal Stopping Algorithms and Their Convergence Analysis.

Christian Bayer, Denis Belomestny, Paul Hager, Paolo Pigato, John Schoenmakers

SIAM J. Financial Math., 2021

2020

Reinforced optimal control.

Christian Bayer, Denis Belomestny, Paul Hager, Paolo Pigato, John Schoenmakers, Vladimir G. Spokoiny

CoRR, 2020