2 citations · 3 across the 4 of their papers we have counts for
Showing 2026Show all
2 papers · 1 filter
q-fin.RM2026
Are cryptocurrencies real financial bubbles? Evidence from quantitative analyses
Marco Bianchetti, Camilla Ricci, Marco Scaringi
The growth of peer-to-peer exchanges and the blockchain technology has led to a proliferation of cryptocurrencies and to a massive increase in the number of investors who actually…
q-fin.CP2026★ 2 cited
Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks
Stefano Scoleri, Marco Bianchetti, Sergei Kucherenko
Quasi Monte Carlo (QMC) and Global Sensitivity Analysis (GSA) techniques are applied for pricing and hedging representative financial instruments of increasing complexity. We compa…