Federico Graceffa

Publication Activity (10 Years)

Years Active: 2024-2024
Publications (10 Years): 1

Top Topics

Stochastic Differential Equations

Stochastic Optimization

Closed Form Solutions

Stock Index Futures

Top Venues

SIAM J. Financial Math.

Publications

Damiano Brigo, Federico Graceffa, Alexander Kalinin
Mild to Classical Solutions for XVA Equations under Stochastic Volatility. SIAM J. Financial Math. 15 (1) (2024)