Paolo Pigato

Identifiers

• name variant Paolo Pigato 0.60 · backfill

Papers (6)

1. Multivariate Rough Volatility q-fin.ST · 2024 · author #3
2. Statistical estimation of the Oscillating Brownian Motion math.PR · 2017 · author #2
3. Diffusions under a local strong H\"ormander condition. Part II: tube estimates math.PR · 2016 · author #3
4. Tube estimates for diffusion processes under a weak H\"ormander condition math.PR · 2014 · author #1
5. A multivariate model for financial indices and an algorithm for detection of jumps in the volatility q-fin.ST · 2014 · author #3
6. Multi-scaling of moments in stochastic volatility models math.PR · 2014 · author #2

Mentions

• 2412.14353 #3 · arxiv_oai · confidence 0.70 Paolo Pigato

Frequent Coauthors

• Antoine Lejay 1 shared papers
• Giacomo Giorgio 1 shared papers
• Lucia Caramellino 1 shared papers
• Mario Bonino 1 shared papers
• Matteo Camelia 1 shared papers
• Paolo Dai Pra 1 shared papers
• Ranieri Dugo 1 shared papers
• Vlad Bally 1 shared papers