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C. Bellani

3 papers here

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

author position
  • first author2
  • middle author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.TR2
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

collaborators

3 papers

q-fin.TR2019

Mechanics of good trade execution in the framework of linear temporary market impact

Claudio Bellani, Damiano Brigo

We define the concept of good trade execution and we construct explicit adapted good trade execution strategies in the framework of linear temporary market impact. Good trade execu…

q-fin.TR2018

Static vs Adaptive Strategies for Optimal Execution with Signals

Claudio Bellani, Damiano Brigo, Alex Done +1

We compare optimal static and dynamic solutions in trade execution. An optimal trade execution problem is considered where a trader is looking at a short-term price predictive sign…

q-fin.MF2018

Option pricing models without probability: a rough paths approach

John Armstrong, Claudio Bellani, Damiano Brigo +1

We describe the pricing and hedging of financial options without the use of probability using rough paths. By encoding the volatility of assets in an enhancement of the price traje…

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