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researcher

Guido Gazzani

5 papers hereh-index 3113 citations5 works total

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

author position
  • first author1
  • middle author4

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • q-fin.MF3
  • q-fin.CP1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20222026
most citedSignature-based models: theory and calibration

3 citations · 8 across the 5 of their papers we have counts for

collaborators
Showing q-fin.RMShow all

1 paper · 1 filter

q-fin.RM2022★ 1 cited

Risk measures under model uncertainty: a Bayesian viewpoint

Christa Cuchiero, Guido Gazzani, Irene Klein

We introduce two kinds of risk measures with respect to some reference probability measure, which both allow for a certain order structure and domination property. Analyzing their…

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