Antonio Marini

most citedCalibration of the Bass Local Volatility model

2 citations · 2 across the 4 of their papers we have counts for

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math.PR2026

$q_{x}$ -Bass Martingales: Optimality, Existence and Convergence

Antonio Marini

We introduce the class of $q_{x}$ -Bass martingales, extending the notion of $q$ -Bass martingales. These are martingale couplings with prescribed marginals whose transition kernels ar…

math.PR2026

Fixed Points for the $q$ -Bass Martingale: Existence, Stability, and Convergence

Beatrice Acciaio, Antonio Marini

We establish existence, uniqueness, stability, and convergence results for one-dimensional $q$ -Bass martingales, characterized as the martingales with prescribed initial and termin…

math.PR2026

Existence of $q$ -Bass martingales in the semidiscrete setting

Beatrice Acciaio, Antonio Marini

The class of $q$ -Bass martingales provides a natural answer to a central question in martingale optimal transport: how to construct martingales with prescribed initial and terminal…

qx​-Bass Martingales: Optimality, Existence and Convergence

Fixed Points for the q-Bass Martingale: Existence, Stability, and Convergence

Existence of q-Bass martingales in the semidiscrete setting

$q_{x}$ -Bass Martingales: Optimality, Existence and Convergence

Fixed Points for the $q$ -Bass Martingale: Existence, Stability, and Convergence

Existence of $q$ -Bass martingales in the semidiscrete setting