| Titolo | Pubblicato in | Anno |
|---|---|---|
| Fair Volatility in the Fractional Stochastic Regularity Model | MAF 2024, Mathematical and Statistical Methods for Actuarial Sciences and Finance, | 2024 |
| Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model | CHAOS, SOLITONS & FRACTALS | 2023 |
| Rough volatility via the Lamperti transform | COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION | 2023 |
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