Simone Scotti

Identifiers

• name variant Simone Scotti 0.60 · backfill

Papers (6)

1. Adaptive Learning via Off-Model Training and Importance Sampling for Fully Non-Markovian Optimal Stochastic Control. Complete version stat.ML · 2026 · author #3
2. The Alpha-Heston Stochastic Volatility Model q-fin.MF · 2018 · author #3
3. The impact of uncertainties on the pricing of contingent claims q-fin.PR · 2010 · author #1
4. Risk Premium Impact in the Perturbative Black Scholes Model q-fin.PR · 2008 · author #2
5. Perturbative Approach on Financial Markets q-fin.PR · 2008 · author #1
6. Errors Theory using Dirichlet Forms, Linear Partial Differential Equations and Wavelets math.AP · 2007 · author #1

Mentions

• 2604.13147 #3 · arxiv_oai · confidence 0.70 Simone Scotti
• 1001.5202 #1 · backfill · confidence 0.70 Simone Scotti
• 0806.0307 #2 · backfill · confidence 0.70 Simone Scotti
• 0806.0287 #1 · backfill · confidence 0.70 Simone Scotti
• 0708.1073 #1 · backfill · confidence 0.70 Simone Scotti

Frequent Coauthors

• Adolfo M.D da Silva 1 shared papers
• Alberto Ohashi 1 shared papers
• Chao Zhou 1 shared papers
• Chunhua Ma 1 shared papers
• Dorival Le\~ao 1 shared papers
• Luca Regis 1 shared papers
• Ying Jiao 1 shared papers