Paolo Pigato

Publication Activity (10 Years)

Years Active: 2020-2021
Publications (10 Years): 4

Top Topics

Convergence Analysis

Stochastic Model

Brownian Motion

Optimal Stopping

Top Venues

SIAM J. Financial Math.

Publications

Christian Bayer, Fabian A. Harang, Paolo Pigato
Log-Modulated Rough Stochastic Volatility Models. SIAM J. Financial Math. 12 (3) (2021)
Christian Bayer, Denis Belomestny, Paul Hager, Paolo Pigato, John Schoenmakers
Randomized Optimal Stopping Algorithms and Their Convergence Analysis. SIAM J. Financial Math. 12 (3) (2021)
Christian Bayer, Denis Belomestny, Paul Hager, Paolo Pigato, John Schoenmakers
Randomized optimal stopping algorithms and their convergence analysis. CoRR (2020)
Christian Bayer, Denis Belomestny, Paul Hager, Paolo Pigato, John Schoenmakers, Vladimir G. Spokoiny
Reinforced optimal control. CoRR (2020)