Sebastiano Vitali

Available identifiers

zbMath Open vitali.sebastianoMaRDI QIDQ1703556

List of research outcomes

Publication	Date of Publication	Type
Investment disputes and their explicit role in option market uncertainty and overall risk instability	2023-12-14	Paper
Comparing stage-scenario with nodal formulation for multistage stochastic problems	2023-10-26	Paper
Implied volatility smoothing at COVID-19 times	2023-08-22	Paper
Pension fund management with investment certificates and stochastic dominance	2021-11-08	Paper
Evaluation of scenario reduction algorithms with nested distance	2021-02-02	Paper
Implied Volatility Surface Estimation via Quantile Regularization	2020-12-18	Paper
Multistage multivariate nested distance: An empirical analysis	2019-03-01	Paper
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming	2018-10-29	Paper
Implied volatility and state price density estimation: arbitrage analysis	2018-10-10	Paper
Individual optimal pension allocation under stochastic dominance constraints	2018-03-02	Paper
Portfolio selection strategy for fixed income markets with immunization on average	2018-03-02	Paper
HOMOGENEOUS SELF-DUAL METHODS FOR SYMMETRIC CONES UNDER UNCERTAINTY	2017-02-24	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Sebastiano Vitali