Ph.D. in Matematica Pura E Applicata , 37th cycle (2021-2024)
Ph.D. obtained in 2025
Dissertation:
Multidimensional modelling and optimization approaches for financial derivatives in incomplete markets (Abstract)
Tutors:
Patrizia Semeraro Paolo BrandimarteTeaching
Teachings
Bachelor of Science
- Mathematical methods for Computer Science. A.A. 2022/23, INGEGNERIA INFORMATICA (COMPUTER ENGINEERING). Collaboratore del corso
- Mathematical methods for Computer Science. A.A. 2023/24, INGEGNERIA INFORMATICA (COMPUTER ENGINEERING). Collaboratore del corso
- Challenge - Talenti: MOTUS (Scienza della Felicità). A.A. 2021/22, INGEGNERIA AEROSPAZIALE. Collaboratore del corso
Publications
Works published during the Ph.D. View all publications in Porto@Iris
- Amici, Giovanni (2025)
Multidimensional modelling and optimization approaches for financial derivatives in incomplete markets. relatore: SEMERARO, PATRIZIA; BRANDIMARTE, PAOLO; , 37. XXXVII Ciclo, P.: 150
Doctoral Thesis - Amici, G.; Brandimarte, P.; Messeri, F.; Semeraro, P. (2025)
Multivariate Lévy models: calibration and pricing. In: OR SPECTRUM. ISSN 0171-6468
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