Riccardo Brignone

According to our database¹, Riccardo Brignone authored at least 4 papers between 2024 and 2026.

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2026

Exact simulation of stochastic volatility models based on conditional Fourier-cosine method.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2026

2024

Commodity Asian option pricing and simulation in a 4-factor model with jump clusters.

[BibT_eX]

[DOI]

Ann. Oper. Res., May, 2024

Exact Simulation of the Multifactor Ornstein-Uhlenbeck Driven Stochastic Volatility Model.

[BibT_eX]

[DOI]

SIAM J. Sci. Comput., 2024

Unified Moment-Based Modeling of Integrated Stochastic Processes.

[BibT_eX]

[DOI]

Oper. Res., 2024