‪Luca Pelizzari‬ - ‪Google Scholar‬

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202320241 2

Co-authors

Christian BayerResearch fellow, Weierstrass Institute, BerlinVerified email at wias-berlin.de
Peter K. FrizProfessor of Mathematics, TU and WIAS BerlinVerified email at math.tu-berlin.de

Luca Pelizzari

Luca Pelizzari

Verified email at wias-berlin.de

rough path theory stochastic analysis mathematical finance


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Primal and dual optimal stopping with signatures C Bayer, L Pelizzari, J Schoenmakers arXiv preprint arXiv:2312.03444, 2023	2	2023
Rough PDEs for local stochastic volatility models P Bank, C Bayer, PK Friz, L Pelizzari arXiv preprint arXiv:2307.09216, 2023	1	2023
Polynomial Volterra processes EA Jaber, C Cuchiero, L Pelizzari, S Pulido, S Svaluto-Ferro arXiv preprint arXiv:2403.14251, 2024		2024

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