Scholar

Paolo Pigato

Google Scholar ID: DXhaffMAAAAJ

University of Rome Tor Vergata

probabilitystatisticsfinance

Homepage↗Google Scholar↗

Citations & Impact

All-time

Citations

343

H-index

11

i10-index

11

Publications

20

Co-authors

0

Contact

No contact links provided.

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

Resume (English only)

Co-authors

0 total

Co-authors: 0 (list not available)