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Simone Scotti

10 papers hereh-index 11324 citations33 works total

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

author position
  • sole author4
  • middle author3
  • last author3

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • q-fin.PR4
  • q-fin.MF3
  • math.AP1
  • q-fin.CP1
  • stat.ML1
same name
  • Simone Scotti — 2 papers, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedThe Alpha-Heston Stochastic Volatility Model

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

collaborators
Showing math.APShow all

1 paper · 1 filter

math.AP2007★ 1 cited

Errors Theory using Dirichlet Forms, Linear Partial Differential Equations and Wavelets

Simone Scotti

We present an application of error theory using Dirichlet Forms in linear partial differential equations (LPDE). We study the transmission of an uncertainty on the terminal conditi…

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