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Andrea Perchiazzo

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Journal Articles

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2024
[j2]
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  - journals/anor/BernardPV24
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Carole Bernard, Andrea Perchiazzo, Steven Vanduffel:
Implied value-at-risk and model-free simulation. Ann. Oper. Res. 336(1-2): 925-943 (2024)
2021
[j1]
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Lorenzo Mercuri, Andrea Perchiazzo, Edit Rroji:
Finite Mixture Approximation of CARMA(p, q) Models. SIAM J. Financial Math. 12(4): 1416-1458 (2021)

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