Concepedia

Paolo Pigato

PP

8

Publications

315

Citations

8

H-Index

1993

Active since

Affiliations

Weierstrass Institute for Applied Analysis and Stochastics(Current)

Centre National de la Recherche Scientifique

Université Paris Dauphine-PSL

Université Paris Sciences et Lettres

University of Padua

Paolo Pigato is an author at Weierstrass Institute for Applied Analysis and Stochastics specializing in statistics, multivariate stochastic volatility, and asset pricing.

ORCID

Top concepts

Publications per year

1993–2021

8

Publications

8

Prognostic factors affecting long term outcome after liver resection for hepatocellular carcinoma

Mario Lise, Stefano Bacchetti, Pierpaolo Da Pian et al. · Cancer · 1998 · 154 citations

Precise asymptotics: Robust stochastic volatility models

Peter K. Friz, Paul Gassiat, Paolo Pigato · The Annals of Applied Probability · 2021 · 32 citations · Full text

Adjustable Silicone Gastric Banding (ASGB): the Italian experience

Franco Favretti, Giuliano Enzi, E Pizzirani et al. · Obesity Surgery · 1993 · 28 citations

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Statistical estimation of the Oscillating Brownian Motion

Antoine Lejay, Paolo Pigato · Bernoulli · 2018 · 28 citations · Full text

A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA

Antoine Lejay, Paolo Pigato · International Journal of Theoretical and Applied Finance · 2019 · 25 citations · Full text

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