Scholar
Paolo Pigato
Google Scholar ID: DXhaffMAAAAJ
University of Rome Tor Vergata
probability
statistics
finance
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Citations & Impact
All-time
Citations
343
H-index
11
i10-index
11
Publications
20
Co-authors
0
Publications
4 items
Pricing options on illiquid assets using liquid market benchmarks: an application to energy markets
2026
Cited
0
A Stochastic Volatility Approximation for a Tick-by-Tick Price Model with Mean-Field Interaction
Social Science Research Network · 2025
Cited
0
Multivariate Rough Volatility
Social Science Research Network · 2024
Cited
0
The Multivariate Fractional Ornstein-Uhlenbeck Process
Social Science Research Network · 2024
Cited
1
