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Ofelia Bonesini

11 papers hereh-index 451 citations16 works total

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

author position
  • first author9
  • middle author2

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • math.OC4
  • q-fin.MF3
  • math.PR2
  • q-fin.PR2

identity via Semantic Scholar / OpenAlex

activity
20202026
most citedRough volatility, path-dependent PDEs and weak rates of convergence

6 citations · 7 across the 10 of their papers we have counts for

collaborators
Showing 2021 · math.OCShow all

1 paper · 2 filters

math.OC2021

A McKean-Vlasov game of commodity production, consumption and trading

René Aïd, Ofelia Bonesini, Giorgia Callegaro +1

We propose a model where a producer and a consumer can affect the price dynamics of some commodity controlling drift and volatility of, respectively, the production rate and the co…

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