Giorgia Callegaro's guest appearances

Giorgia Callegaro

Quantcast – a Risk.net Cutting Edge podcast

Andrew Lo

CHRISTIAN SCHWARZ

Richard Martin

Andrew McClelland

John Fennell

Andrew Dickinson

Hans Buehler

René Carmona

Adolfo Montoro

Thomas Roos

Christian Fries

Fabio Mercurio

Damiano Brigo

Lucio Fiorin

Martino Grasselli

OwlTail

Giorgia Callegaro, Lucio Fiorin and Martino Grasselli, authors of 'American quantized calibration in stochastic volatility', introduce a pricing model for European and American-style options with stochastic volatility.

Giorgia Callegaro, Lucio Fiorin And Martino Grasselli - 30/01/18