Ph.D. candidate in Matematica Pura E Applicata , 37th cycle (2021-2024)
Department of Mathematical Sciences (DISMA)
Profile
PhD
Thesis title
Multidimensional modelling and optimization approaches for financial derivatives in incomplete markets
Tutors
Teaching
Teachings
Bachelor of Science
- Mathematical methods for Computer Science. A.A. 2023/24, INGEGNERIA INFORMATICA (COMPUTER ENGINEERING). Collaboratore del corso
- Mathematical methods for Computer Science. A.A. 2022/23, INGEGNERIA INFORMATICA (COMPUTER ENGINEERING). Collaboratore del corso
- Challenge - Talenti: MOTUS (Scienza della Felicità). A.A. 2021/22, INGEGNERIA AEROSPAZIALE. Collaboratore del corso
Research
Research groups
Publications
Latest publications View all publications in Porto@Iris
- Amici, Giovanni; Ballotta, Laura; Semeraro, Patrizia (In stampa)
Multivariate Additive Subordination with Applications in Finance. In: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. ISSN 0377-2217
Contributo su Rivista