Riccardo Brignone

Orcid: 0000-0001-8282-8036

According to our database1, Riccardo Brignone authored at least 2 papers in 2024.

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

Timeline

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PhD thesis 
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Links

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Bibliography

2024
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters.
Ann. Oper. Res., May, 2024

Exact Simulation of the Multifactor Ornstein-Uhlenbeck Driven Stochastic Volatility Model.
SIAM J. Sci. Comput., 2024


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