Alessandro Calvia
Scholar

Alessandro Calvia

Google Scholar ID: V1ClDrQAAAAJ
Associate professor, Politecnico di Milano
Stochastic optimal controlStochastic filteringMathematical financeRisk measures
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Citations & Impact
All-time
Citations
91
 
H-index
6
 
i10-index
3
 
Publications
15
 
Co-authors
12
list available
Publications
1 items
Short-rate models with stochastic discontinuities: a PDE approach
2025
Cited
0
Co-authors
7 total
Fausto Gozzi
Fausto Gozzi
Luiss University, Roma, Italy
Emanuela Rosazza Gianin
Emanuela Rosazza Gianin
University of Milano-Bicocca, Italy
Anastasios Xepapadeas
Anastasios Xepapadeas
Professor of Economics, Athens University of Economics and Business and University of Bologna
Georgios I. Papayiannis
Georgios I. Papayiannis
Assistant Professor (Actuarial Science), Dept. of Statistics & Insurance Science, UNIPI
Marta Leocata
Marta Leocata
Luiss University, Rome
A.N.Yannacopoulos
A.N.Yannacopoulos
Professor (Stochastic Analysis), Dept. of Statistics, Athens University of Economics and Business
Katia Colaneri
Katia Colaneri
Assistant professor in Financial Mathematics