Concepedia
Statistics
Publications
11
Citations
244
H-Index
Active since
2006
Affiliations
University of Padua(Current)
Politecnico di Milano
Laboratoire de Probabilités et Modèles Aléatoires
Pôle Léonard de Vinci
Giorgia Callegaro is an author at University of Padua specializing in financial economics, finance, and business.
Publications per year
2006–2023
Carthaginian enlargement of filtrations
Giorgia Callegaro, Monique Jeanblanc, Behnaz Zargari · ESAIM Probability and Statistics · 2011 · 37 citations · Full text
Engineering, Mathematics, Markov Decision Processes +9
Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough)
Giorgia Callegaro, Martino Grasselli, Gilles Pagès · Mathematics of Operations Research · 2020 · 31 citations · Full text
Business, Finance, Mathematics +17
A self‐exciting modeling framework for forward prices in power markets
Giorgia Callegaro, Andrea Mazzoran, Carlo Sgarra · Applied Stochastic Models in Business and Industry · 2021 · 31 citations · Full text
Social Sciences, Economics, Dynamical Systems +11
Portfolio Optimization in Discontinuous Markets under Incomplete Information
Giorgia Callegaro, Giovanni B. Di Masi, Wolfgang J. Runggaldier · Asia-Pacific Financial Markets · 2006 · 30 citations
Business, Economics, Finance +16
Pricing via recursive quantization in stochastic volatility models
Giorgia Callegaro, Lucio Fiorin, Martino Grasselli · Quantitative Finance · 2016 · 21 citations
1–5 of 11