Alessandro Bondi

Publications

Citations

H-Index

2023

Active since

Affiliations

Laboratoire de Mathématiques Blaise Pascal(Current)

Centre de Mathématiques Appliquées de l'École polytechnique

Centre National de la Recherche Scientifique

École Polytechnique

École Nationale Supérieure d’Informatique pour l’Industrie et l’Entreprise

Alessandro Bondi is an author at Laboratoire de Mathématiques Blaise Pascal specializing in multivariate stochastic volatility, business, and option pricing.

ORCID

Top concepts

PhysicsBusinessStatisticsEngineeringAsset PricingOption PricingStochastic CalculusVolatility ModelingStochastic VolatilityMultivariate Stochastic Volatility

Publications per year

2023–2024

Publications

The rough Hawkes Heston stochastic volatility model

Alessandro Bondi, Sergio Pulido, Simone Scotti · Mathematical Finance · 2024 · 17 citations · Full text

Volatility Modeling, Multivariate Stochastic Volatility, Option Pricing +12

Affine Volterra processes with jumps

Alessandro Bondi, Giulia Livieri, Sergio Pulido · Stochastic Processes and their Applications · 2023 · 15 citations · Full text

Levy Process, Stochastic Dynamical System, Affine Volterra

Rows per page

1–2 of 2