Nombre de documents

8

CV de Paolo Pigato


Pré-publication, Document de travail6 documents

  • Antoine Lejay, Paolo Pigato. Statistical estimation of the Oscillating Brownian Motion. 2017. <hal-01430794>
  • Mario Bonino, Matteo Camelia, Paolo Pigato. A multivariate model for financial indices and an algorithm for detection of jumps in the volatility. 20 pages, 22 figures. 2016. <hal-01408495>
  • Paolo Pigato. Tube estimates for diffusion processes under a weak Hörmander condition. 2016. <hal-01407436>
  • Vlad Bally, Lucia Caramellino, Paolo Pigato. Diffusions under a local strong Hörmander condition. Part I: density estimates. 2016. <hal-01413546>
  • Vlad Bally, Lucia Caramellino, Paolo Pigato. Diffusions under a local strong Hörmander condition. Part II: tube estimates. 2016. <hal-01407420>
  • Vlad Bally, Lucia Caramellino, Paolo Pigato. Diffusions under a local strong H\"ormander condition. Part I: density estimates. 2016. <hal-01407409>

Thèse1 document

  • Paolo Pigato. Tube estimates for hypoelliptic diffusions and scaling properties of stochastic volatility models. General Mathematics [math.GM]. Université Paris-Est, 2015. English. <NNT : 2015PESC1029>. <tel-01323956v2>

Article dans une revue1 document

  • Paolo Dai Pra, Paolo Pigato. Multi-scaling of moments in stochastic volatility models. Stochastic Processes and their Applications, Elsevier, 2015, 125 (10), pp.3725-3747. <10.1016/j.spa.2015.04.007>. <hal-01407443>