2 papers
math.PR2025
A note on stochastic semilinear dissipative evolution equations
Carlo Marinelli
Existence and uniqueness of mild solutions to a class of semilinear stochastic evolution equations with additive noise is proved. The linear part of the drift term is the generator…
q-fin.CP2024
On the relative performance of some parametric and nonparametric estimators of option prices
Carlo Marinelli, Stefano D'Addona
We examine the empirical performance of some parametric and nonparametric estimators of prices of options with a fixed time to maturity, focusing on variance-gamma and Heston model…