Riccardo Brignone

According to our database¹, Riccardo Brignone authored at least 3 papers in 2024.

Collaborative distances:

Timeline

Book

In proceedings

Article

PhD thesis

Dataset

Other

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