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Andrea Perchiazzo
ORCID
Publication Activity (10 Years)
Years Active: 2021-2024
Publications (10 Years): 2
Top Topics
Process Model
Policy Iteration
Temporal Difference
Reinforcement Learning Algorithms
Top Venues
Ann. Oper. Res.
SIAM J. Financial Math.
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Publications
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Carole Bernard
,
Andrea Perchiazzo
,
Steven Vanduffel
Implied value-at-risk and model-free simulation.
Ann. Oper. Res.
336 (1-2) (2024)
Lorenzo Mercuri
,
Andrea Perchiazzo
,
Edit Rroji
Finite Mixture Approximation of CARMA(p, q) Models.
SIAM J. Financial Math.
12 (4) (2021)