Sergio Scarlatti

Identifiers

• name variant Sergio Scarlatti 0.60 · backfill

Papers (3)

1. CVA and vulnerable options pricing by correlation expansions q-fin.CP · 2018 · author #3
2. Random Time Forward Starting Options q-fin.PR · 2015 · author #3
3. Optimal Scaling of Mala for Nonlinear Regression math.PR · 2004 · author #3

Mentions

• 1504.03552 #3 · backfill · confidence 0.70 Sergio Scarlatti

Frequent Coauthors

• Alessandro Ramponi 2 shared papers
• Fabio Antonelli 2 shared papers
• Laird Arnault Breyer 1 shared papers
• Mauro Piccioni 1 shared papers