THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL von Grasselli, Martino

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Long versus short time scales: the rough dilemma and beyond von Garcin, Matthieu, Grasselli, Martino

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Calibration to FX triangles of the 4/2 model under the benchmark approach von Gnoatto, Alessandro, Grasselli, Martino, Platen, Eckhard

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SOLVABLE AFFINE TERM STRUCTURE MODELS von Grasselli, Martino, Tebaldi, Claudio

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Lie symmetry methods for local volatility models von Craddock, Mark, Grasselli, Martino

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A general framework for a joint calibration of VIX and VXX options von Grasselli, Martino, Mazzoran, Andrea, Pallavicini, Andrea

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A fully quantization-based scheme for FBSDEs von Callegaro, Giorgia, Gnoatto, Alessandro, Grasselli, Martino

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Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function von Da Fonseca, José, Grasselli, Martino, Ielpo, Florian

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VIX VERSUS VXX: A JOINT ANALYTICAL FRAMEWORK von GRASSELLI, MARTINO, WAGALATH, LAKSHITHE

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Option pricing when correlations are stochastic: an analytical framework von Fonseca, José Da, Grasselli, Martino, Tebaldi, Claudio

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Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough) von Callegaro, Giorgia, Grasselli, Martino, Pagès, Gilles

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A flexible spot multiple-curve model von Grasselli, Martino, Miglietta, Giulio

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Quantization meets Fourier: a new technology for pricing options von Callegaro, Giorgia, Fiorin, Lucio, Grasselli, Martino

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Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough) von Callegaro, Giorgia, Grasselli, Martino, Pagès, Gilles

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A consistent stochastic model of the term structure of interest rates for multiple tenors von Alfeus, Mesias, Grasselli, Martino, Schlögl, Erik

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The Explicit Laplace Transform for the Wishart Process von Gnoatto, Alessandro, Grasselli, Martino

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Pricing currency derivatives under the benchmark approach von Baldeaux, Jan, Grasselli, Martino, Platen, Eckhard

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Recent advances in mathematical methods for finance von Callegaro, Giorgia, Fontana, Claudio, Grasselli, Martino, Runggaldier, Wolfgang J., Vargiolu, Tiziano

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An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates von Gnoatto, Alessandro, Grasselli, Martino

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Pricing via recursive quantization in stochastic volatility models von Callegaro, Giorgia, Fiorin, Lucio, Grasselli, Martino

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