Giorgia Callegaro

Orcid: 0000-0001-9026-5261

According to our database1, Giorgia Callegaro authored at least 6 papers between 2017 and 2024.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2024
Recent advances in mathematical methods for finance.
Ann. Oper. Res., May, 2024

2023
A fully quantization-based scheme for FBSDEs.
Appl. Math. Comput., 2023

2021
Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough).
Math. Oper. Res., 2021

2020
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications.
Math. Oper. Res., 2020

2019
Quantization meets Fourier: a new technology for pricing options.
Ann. Oper. Res., 2019

2017
Utility indifference pricing and hedging for structured contracts in energy markets.
Math. Methods Oper. Res., 2017


  Loading...