Sergio Scarlatti

Publication Activity (10 Years)

Years Active: 1998-2024
Publications (10 Years): 5

Top Topics

Recent Developments

Highly Correlated

Literature Review

Top Venues

Technol. Anal. Strateg. Manag.

Ann. Oper. Res.

Appl. Math. Comput.

Comput. Manag. Sci.

Publications

Giovanna Ferraro, Alessandro Ramponi, Sergio Scarlatti
Fintech meets Industry 4.0: a systematic literature review of recent developments and future trends. Technol. Anal. Strateg. Manag. 36 (8) (2024)
Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti
Wrong Way Risk corrections to CVA in CIR reduced-form models. Comput. Manag. Sci. 20 (1) (2023)
Elisa Alòs, Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti
CVA in fractional and rough volatility models. Appl. Math. Comput. 442 (2023)
Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti
Approximate value adjustments for European claims. Eur. J. Oper. Res. 300 (3) (2022)
Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti
CVA and vulnerable options pricing by correlation expansions. Ann. Oper. Res. 299 (1) (2021)
Fabio Antonelli, Sergio Scarlatti
Pricing options under stochastic volatility: a power series approach. Finance Stochastics 13 (2) (2009)
Jérôme Renault, Sergio Scarlatti, Marco Scarsini
Discounted and finitely repeated minority games with public signals. Math. Soc. Sci. 56 (1) (2008)
Jérôme Renault, Sergio Scarlatti, Marco Scarsini
A folk theorem for minority games. Games Econ. Behav. 53 (2) (2005)
Alain Trouvé, Mauro Piccioni, Sergio Scarlatti
A Variational Problem Arising from Speech Recognition. SIAM J. Appl. Math. 58 (3) (1998)