Andrea Perchiazzo

Orcid: 0000-0002-8856-3718

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

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

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Article 
PhD thesis 
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Links

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Bibliography

2024
Implied value-at-risk and model-free simulation.
Ann. Oper. Res., May, 2024

2021
Finite Mixture Approximation of CARMA(p, q) Models.
SIAM J. Financial Math., 2021


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