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researcher

Federico Graceffa

4 papers hereh-index 311 citations4 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author2

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.DS1
  • math.PR1
  • q-fin.MF1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20192021
most citedMild to classical solutions for XVA equations under stochastic volatility

2 citations · 2 across the 3 of their papers we have counts for

collaborators
Showing 2021 · math.DSShow all

1 paper · 2 filters

math.DS2021

Common noise pullback attractors for stochastic dynamical systems

Federico Graceffa, Jeroen S. W. Lamb

We consider SDEs driven by two different sources of additive noise, which we refer to as intrinsic and common. We establish almost sure existence and uniqueness of pullback attract…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.