Giulia Livieri

Kelly Betting with Quantum Payoff: a continuous variable approach pdf

Vittorio Giovannetti, Salvatore Tirone, Maddalena Ghio, 2020, Quantum.

A Stochastic Volatility Model With Realized Measures for Option Pricing

Roberto Casarin, Giacomo Bormetti, Fulvio Corsi, 2019, Journal of Business & Economic Statistics.

N-Player Games and Mean Field Games of Moderate Interactions

Franco Flandoli, Maddalena Ghio, Giulia Livieri, 2021, Applied Mathematics & Optimization.

Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks

Fabrizio Lillo, Sandro Vaienti, Giulia Livieri, 2021, SIAM J. Financial Math..

Kelly Betting with Quantum Payoff: a continuous variable approach pdf

Vittorio Giovannetti, Salvatore Tirone, Maddalena Ghio, 2021, Quantum.

Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts

Giulia Livieri, Stefano Marmi, Giacomo Toscano, 2021, SSRN Electronic Journal.

A backward Monte Carlo approach to exotic option pricing†

Giacomo Bormetti, Giorgia Callegaro, Giulia Livieri, 2015, European Journal of Applied Mathematics.