Statistics
Publications
2
Citations
55
H-Index
2
Active since
2010
Affiliations
Leonardo Bellucci is an author at IMT School for Advanced Studies Lucca specializing in option pricing algorithms, model predictive control, and finance.
Publications per year
2010–2012
2
2
Scenario-based stochastic model predictive control for dynamic option hedging
Alberto Bemporad, Tommaso Gabbriellini, Laura Puglia et al. · 2010 · 28 citations
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