Roberto Baviera

According to our database¹, Roberto Baviera authored at least 3 papers between 2021 and 2024.

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2024

Short-time implied volatility of additive normal tempered stable processes.

[BibT_eX]

[DOI]

Ann. Oper. Res., May, 2024

2022

Tree-Based Learning in RNNs for Power Consumption Forecasting.

[BibT_eX]

[DOI]

CoRR, 2022

2021

Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach.

[BibT_eX]

[DOI]

J. Glob. Optim., 2021