SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Paolo Pigato · Study

Home/Author

Paolo Pigato

4 works· latest 2021· 3 institutionscluster: provisionalORCID 0000-0002-1124-6896

h-index4

i104

Citations114

Works here4

18

19

21

Most cited in this library

Statistical estimation of the Oscillating Brownian Motion2018 · 32 citations
Precise asymptotics: Robust stochastic volatility models2021 · 31 citations
A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA2019 · 27 citations
Short-dated smile under rough volatility: asymptotics and numerics2021 · 24 citations

Works

4 shown

Short-dated smile under rough volatility: asymptotics and numerics

Quantitative Finance·2021·3 authors·Open access

24citations

Precise asymptotics: Robust stochastic volatility models

The Annals of Applied Probability·2021·3 authors·Open access

31citations

A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA

International Journal of Theoretical and Applied Finance·2019·2 authors·Open access

27citations

Statistical estimation of the Oscillating Brownian Motion

Bernoulli·2018·2 authors·Open access

32citations