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Lucia Caramellino

Identifiers

  • name variant Lucia Caramellino 0.60 · backfill

Papers (15)

  1. Non universality for the variance of the number of real roots of random trigonometric polynomials math.PR · 2017 · author #2
  2. Diffusions under a local strong H\"ormander condition. Part II: tube estimates math.PR · 2016 · author #2
  3. An Invariance Principle for Stochastic Series II. Non Gaussian Limits math.PR · 2016 · author #2
  4. Convergence in distribution norms in the CLT for non identical distributed random variables math.PR · 2016 · author #2
  5. An invariance principle for stochastic series I. Gaussian limits math.PR · 2015 · author #2
  6. On Sharp Large Deviations for the bridge of a general Diffusion math.PR · 2014 · author #2
  7. Asymptotic development for the CLT in total variation distance math.PR · 2014 · author #2
  8. Large Deviation asymptotics for the exit from a domain of the bridge of a general Diffusion math.PR · 2014 · author #2
  9. On the distance between probability density functions math.PR · 2013 · author #2
  10. A hybrid approach for the implementation of the Heston model q-fin.CP · 2013 · author #2
  11. A robust tree method for pricing American options with CIR stochastic interest rate q-fin.CP · 2013 · author #2
  12. Regularity of probability laws by using an interpolation method math.PR · 2012 · author #2
  13. Tubes estimates for diffusion processes under a local H\"ormander condition of order one math.PR · 2012 · author #2
  14. Power Series Representations for European Option Prices under Stochastic Volatility Models q-fin.PR · 2011 · author #1
  15. Riesz transform and integration by parts formulas for random variables math.PR · 2009 · author #2

Mentions

  • 1510.03616 #2 · backfill · confidence 0.70 Lucia Caramellino
  • 1410.0863 #2 · backfill · confidence 0.70 Lucia Caramellino
  • 1407.0896 #2 · backfill · confidence 0.70 Lucia Caramellino
  • 1406.4649 #2 · backfill · confidence 0.70 Lucia Caramellino
  • 1311.7555 #2 · backfill · confidence 0.70 Lucia Caramellino
  • 1307.7178 #2 · backfill · confidence 0.70 Lucia Caramellino
  • 1305.0479 #2 · backfill · confidence 0.70 Lucia Caramellino
  • 1211.0052 #2 · backfill · confidence 0.70 Lucia Caramellino
  • 1202.4771 #2 · backfill · confidence 0.70 Lucia Caramellino
  • 1105.0068 #1 · backfill · confidence 0.70 Lucia Caramellino
  • 0911.2631 #2 · backfill · confidence 0.70 Lucia Caramellino

Frequent Coauthors