Statistics
Publications
1
Citations
16
H-Index
1
Active since
2015
Callegaro Giorgia is an author specializing in calibration of volatility models, physics, and volatility.
Publications per year
2015–2015
1
1
Quantized calibration in local volatility
Callegaro Giorgia, Lucio Fiorin, Martino Grasselli · 2015 · 16 citations
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