List of publications
Published and forthcoming
- with B. Acciaio and G. Pammer, Calibration of the Bass Local Volatility model, SIAM Journal on Financial Mathematics, Vol. 16, No. 3, pp. 803-833, 2025.
Talks
2024
- 12th World Congress of the Bachelier Finance Society, Rio de Janeiro.
- XXV Workshop on Quantitative Finance, Bologna.
- Oxford ETH Workshop 2024, Zurich.