Showing 1 - 4 results of 4 for search 'Luca Di Persio', query time: 0.01s Refine Results
  1. 1
    Probabilistic Forecasting of Crude Oil Prices Using Conditional Generative Adversarial Network Model with Lévy Process

    Probabilistic Forecasting of Crude Oil Prices Using Conditional Generative Adversarial Network Model with Lévy Process by Mohammed Alruqimi, Luca Di Persio

    Published 2025-01-01
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  2. 2
    Herd Behavior and Financial Crashes: An Interacting Particle System Approach

    Herd Behavior and Financial Crashes: An Interacting Particle System Approach by Vincenzo Crescimanna, Luca Di Persio

    Published 2016-01-01
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  3. 3
    Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX

    Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX by Luca Di Persio, Samuele Vettori

    Published 2014-01-01
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  4. 4
    An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market

    An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market by Luca Di Persio, Isacco Perin

    Published 2015-01-01
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