Sergio Scarlatti

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All published works

Action	Title	Year	Authors
+	Enhanced Cauchy–Schwarz inequality and some of its statistical applications	2024	Sergio Scarlatti
+	A compartmental model for the dynamic simulation of pandemics with a multi-phase vaccination and its application to Italian COVID-19 data	2024	Roy Cerqueti Alessandro Ramponi Sergio Scarlatti
+ PDF Chat	Enhanced Cauchy Schwarz inequality and some of its statistical applications	2024	Sergio Scarlatti
+	An Analysis of Short Selling Restrictions in Factor Model Based Portfolio Immunization	2024	Sergio Scarlatti Francesco Manzini
+ PDF Chat	CVA in fractional and rough volatility models	2022	Elisa Alòs Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+	CVA in fractional and rough volatility models	2022	Elisa Alòs Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+ PDF Chat	Approximate value adjustments for European claims	2021	Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+ PDF Chat	A moment matching method for option pricing under stochastic interest rates	2021	Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+ PDF Chat	CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS	2021	Elisa Alòs Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+	A moment matching method for option pricing under stochastic interest rates	2020	Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+ PDF Chat	Approximate XVA for European claims	2020	Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+ PDF Chat	A Moment Matching Method for Option Pricing under Stochastic Interest Rates	2020	Alessandro Ramponi Fabio Antonelli Sergio Scarlatti
+	Approximate XVA for European claims	2020	Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+	A moment matching method for option pricing under stochastic interest rates	2020	Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+ PDF Chat	CVA and vulnerable options pricing by correlation expansions	2019	Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+	CVA and vulnerable options in stochastic volatility models	2019	Elisa Alòs Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+ PDF Chat	CVA and Vulnerable Options in Stochastic Volatility Models	2019	Elisa Alòs Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+	CVA and vulnerable options in stochastic volatility models	2019	Elisa Alòs Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+	CVA and vulnerable options pricing by correlation expansions	2018	Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+	CVA and vulnerable options pricing by correlation expansions	2018	Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+	CVA and vulnerable options pricing by correlation expansions	2018	Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+ PDF Chat	RANDOM TIME FORWARD-STARTING OPTIONS	2016	Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+	Random Time Forward Starting Options	2015	Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+ PDF Chat	Random Time Forward Starting Options	2015	Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+	Random Time Forward Starting Options	2015	Fabio Antonelli Alessandro Ramponi Sergio Scarlatti
+ PDF Chat	Optimal scaling of MaLa for nonlinear regression	2004	L.A. Breyer Mauro Piccioni Sergio Scarlatti
+	On Some New Type of Infinite Dimensional Laplacians	1999	Sergio Scarlatti
+	A Variational Problem Arising from Speech Recognition	1998	Alain Trouvé Mauro Piccioni Sergio Scarlatti
+	Chern classes of determinant bundles	1997	Sergio Albeverio Jürgen Jost Sylvie Paycha Sergio Scarlatti
+	The Polyakov measure in noncritical dimension and the Liouville measure	1997	Sergio Albeverio Jürgen Jost Sylvie Paycha Sergio Scarlatti
+	Small time asymptotics for heat-kernel regularized determinants	1997	Sergio Albeverio Jürgen Jost Sylvie Paycha Sergio Scarlatti
+	Cauchy–Riemann operators	1997	Sergio Albeverio Jürgen Jost Sylvie Paycha Sergio Scarlatti
+	The Gaussian integration on the space of embeddings	1997	Sergio Albeverio Jürgen Jost Sylvie Paycha Sergio Scarlatti
+	Harmonic maps and global structures	1997	Sergio Albeverio Jürgen Jost Sylvie Paycha Sergio Scarlatti
+	Topological and metric structures on the space of mappings and metrics	1997	Sergio Albeverio Jürgen Jost Sylvie Paycha Sergio Scarlatti
+	Zeta-function and heat-kernel determinants of an operator	1997	Sergio Albeverio Jürgen Jost Sylvie Paycha Sergio Scarlatti
+	The Polyakov measure in the critical dimension <i>d</i>=26	1997	Sergio Albeverio Jürgen Jost Sylvie Paycha Sergio Scarlatti
+	Functional quantization of the Høegh-Krohn and Liouville models on a compact surface	1997	Sergio Albeverio Jürgen Jost Sylvie Paycha Sergio Scarlatti
+	The two-dimensional Plateau problem	1997	Sergio Albeverio Jürgen Jost Sylvie Paycha Sergio Scarlatti
+	Singular Traces and Compact Operators	1996	Sergio Albeverio Daniele Guido Arcady Ponosov Sergio Scarlatti
+	Non-symmetric Dirichlet Forms on Semifinite von Neumann Algebras	1996	Daniele Guido Tommaso Isola Sergio Scarlatti
+	A remark on trace properties of K-cycles	1996	F Cirpiani Daniele Guido Sergio Scarlatti
+	Large deviations for Ising spin glasses with constrained disorder	1995	Sergio Scarlatti Maurizio Serva Michele Pasquini
+	Singular Traces and Nonstandard Analysis	1995	S. Albeverio Daniele Guido Arcady Ponosov Sergio Scarlatti
+	A remark on trace properties of K-cycles	1995	Fabio Cipriani Daniele Guido Sergio Scarlatti
+	An Iterative Monte Carlo Scheme for Generating Lie Group-Valued Random Variables	1994	Mauro Piccioni Sergio Scarlatti
+	Nonstandard representation of nonnormal traces	1992	S. Albeverio Arcady Ponosov Daniele Guido Sergio Scarlatti
+	A global and stochastic analysis approach to bosonic strings and associated quantum fields	1992	Sergio Albeverio Raphael H�egh-Krohn Sylvie Paycha Sergio Scarlatti
+	A probability measure for random surfaces of arbitrary genus and bosonic strings in 4 dimensions	1989	Sergio Albeverio Raphaël Høegh-Krohn Sylvie Paycha Sergio Scarlatti
+	Path space measure for the liouville quantum field theory and the construction of relativistic strings	1986	Sergio Albeverio Raphaël Høegh-Krohn Sylvie Paycha Sergio Scarlatti

Common Coauthors

Coauthor	Papers Together
Alessandro Ramponi	22
Sergio Albeverio	15
Fabio Antonelli	15
Sylvie Paycha	14
Jürgen Jost	11
Elisa Alòs	6
Daniele Guido	6
Fabio Antonelli	6
Arcady Ponosov	3
Mauro Piccioni	3
Raphaël Høegh-Krohn	2
S. Albeverio	2
Raphael H�egh-Krohn	1
Fabio Cipriani	1
Michele Pasquini	1
Alain Trouvé	1
Tommaso Isola	1
F Cirpiani	1
L. A. Breyer	1
Maurizio Serva	1
Roy Cerqueti	1
Francesco Manzini	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	An essay on the general theory of stochastic processes	2006	Ashkan Nikeghbali	6
+ PDF Chat	RANDOM TIME FORWARD-STARTING OPTIONS	2016	Fabio Antonelli Alessandro Ramponi Sergio Scarlatti	5
+	Option pricing by transform methods: extensions, unification and error control	2004	Roger Lee	4
+	Nonstandard Methods in Stochastic Analysis and Mathematical Physics	1986	Sergio Albeverio	4
+ PDF Chat	Non-Commutative Geometry	1988	Alain Connes	3
+ PDF Chat	Analysis of Fourier Transform Valuation Formulas and Applications	2010	Ernst Eberlein Kathrin Glau Antonis Papapantoleon	3
+	Géométrie non commutative	1990	Alain Connes	3
+ PDF Chat	Spectral methods for volatility derivatives	2009	Claudio Albanese Harry Lo Aleksandar Mijatović	3
+	Singular Traces and Compact Operators	1996	Sergio Albeverio Daniele Guido Arcady Ponosov Sergio Scarlatti	3
+	Path space measure for the liouville quantum field theory and the construction of relativistic strings	1986	Sergio Albeverio Raphaël Høegh-Krohn Sylvie Paycha Sergio Scarlatti	2
+ PDF Chat	On the Heston Model with Stochastic Interest Rates	2011	Lech A. Grzelak Cornelis W. Oosterlee	2
+	Laplace Transforms for Integrals of Markov Processes	2007	Claudio Albanese Stephan Lawi	2
+	Manifolds all of whose Geodesics are Closed	1978	Arthur L. Besse	2
+	P(0)2 Euclidean (Quantum) Field Theory	2015	Barry Simon	2
+	COMPLEX LOGARITHMS IN HESTON-LIKE MODELS	2010	Roger Lord Christian Kahl	2
+	Dual models as saddle point approximations to Polyakov's quantized string	1982	Bergfinnur Durhuus H. B. Nielsen P. Olesen J.L. Petersen	2
+ PDF Chat	FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS	2012	Alessandro Ramponi	2
+	Remarks on infinite-dimensional Lie groups	1984	John Milnor	2
+	Nonstandard representation of nonnormal traces	1992	S. Albeverio Arcady Ponosov Daniele Guido Sergio Scarlatti	2
+ PDF Chat	Pricing derivatives with counterparty risk and collateralization: A fixed point approach	2015	Jinbeom Kim Tim Leung	2
+ PDF Chat	Deep xVA Solver – A Neural Network Based Counterparty Credit Risk Management Framework	2020	Alessandro Gnoatto Christoph Reisinger Athena Picarelli	2
+ PDF Chat	Derivations, Dissipations and Group Actions on C*-algebras	1986	Ola Bratteli	2
+ PDF Chat	An Elementary Proof that the First Hitting Time of an Open Set by a Jump Process is a Stopping Time	2013	Alexander Sokol	2
+ PDF Chat	Continuous and tractable models for the variation of evolutionary rates	2006	Thomas Lepage Stephan Lawi Paul Tupper David Bryant	2
+ PDF Chat	Traces on irregular ideals	1989	József V. Varga	2
+	Norm Ideals of Completely Continuous Operators	1960	Robert Schatten	2
+	On the spectrum of positive elliptic operators and periodic bicharacteristics	1975	J. J. Duistermaat Victor Guillemin	2
+ PDF Chat	Compact metric spaces, Fredholm modules, and hyperfiniteness	1989	Alain Connes	2
+	Ergodic Theory and Differentiable Dynamics	1987	Ricardo Mañé	2
+ PDF Chat	A general class of quantum fields without cut-offs in two space-time dimensions	1971	Raphaël Høegh-Krohn	2
+	On the existence of quasicentral approximate units relative to normed ideals. Part I	1990	Dan Voiculescu	2
+	Functional Analysis: Theory and Applications	1965	Ralph E. Edwards	2
+	Operator Algebras and Quantum Statistical Mechanics	1997	Ola Bratteli Derek W. Robinson	2
+ PDF Chat	A Nonhomogeneous Markov Process for the Estimation of Gaussian Random Fields with Nonlinear Observations	1991	Yali Amit Mauro Piccioni	2
+	Threshold behaviour of a stochastic SIR model	2014	Chunyan Ji Daqing Jiang	1
+	Global stability of an SIR epidemic model with time delays	1995	Edoardo Beretta Yasuhiro Takeuchi	1
+	SVIR epidemic models with vaccination strategies	2007	Xianning Liu Yasuhiro Takeuchi Shingo Iwami	1
+	Univalent Functions and Teichmüller Spaces	1987	Olli Lehto	1
+	Disease transmission models with density-dependent demographics	1992	LindaQ. Gao H. W. Hethcote	1
+ PDF Chat	Connes' noncommutative differential geometry and the standard model	1993	Joseph C. Várilly JoséM. Gracia-Bondía	1
+	Stable mappings and their singularities	1973	Martin Golubitsky Victor Guillemin	1
+	Stability of a stochastic SIR system	2005	Elisabetta Tornatore Stefania Maria Buccellato Pasquale Vetro	1
+	Hypercontractivity and logarithmic Sobolev inequalities for the Clifford-Dirichlet form	1975	Leonard Gross	1
+	Inverse Problem Theory and Methods for Model Parameter Estimation	2005	Albert Tarantola	1
+ PDF Chat	Gaussian measures in Banach spaces	1975	Hui-Hsiung Kuo	1
+	A multiflow approximation to diffusions	1991	Yali Amit	1
+ PDF Chat	Pressure and variational principle for random Ising model	1977	F. Ledrappier	1
+ PDF Chat	Generalized Markov models of infectious disease spread: A novel framework for developing dynamic health policies	2011	Reza Yaesoubi Ted Cohen	1
+	Verification of the global Markov property in some class of strongly coupled exponential interactions	1983	Roman Gielerak	1
+	The thermodynamic limit and the replica method for short-range random systems	1982	J. Leo van Hemmen R. G. Palmer	1