Roberto Baviera

Identifiers

• name variant Roberto Baviera 0.60 · backfill

Papers (5)

1. Modeling dependence in sparse time series of Insurance Claims q-fin.RM · 2026 · author #1
2. Fast and General Simulation of L\'evy-driven Ornstein Uhlenbeck processes for Energy Derivatives q-fin.CP · 2024 · author #1
3. Back-of-the-envelope swaptions in a very parsimonious multicurve interest rate model q-fin.PR · 2017 · author #1
4. Stop-loss and Leverage in optimal Statistical Arbitrage with an application to Energy market q-fin.PM · 2017 · author #1
5. Growth Optimal Investment and Pricing of Derivatives cond-mat.stat-mech · 1999 · author #2

Mentions

• 2605.25559 #1 · arxiv_oai · confidence 0.70 Roberto Baviera

Frequent Coauthors

• Pietro Manzoni 2 shared papers
• Angelo Vulpiani 1 shared papers
• Erik Aurell 1 shared papers
• Maurizio Serva 1 shared papers
• Michele Domenico Massaria 1 shared papers
• Ola Hammarlid 1 shared papers
• Tommaso Santagostino Baldi 1 shared papers