51 citations · 127 across the 10 of their papers we have counts for
10 papers
Rough-Heston Local-Volatility Model
Enrico Dall'Acqua, Riccardo Longoni, Andrea Pallavicini
In industrial applications it is quite common to use stochastic volatility models driven by semi-martingale Markov volatility processes. However, in order to fit exactly market vol…
Graded Poisson Algebras
Alberto S. Cattaneo, Domenico Fiorenza, Riccardo Longoni
This note is an expanded and updated version of our entry with the same title for the 2006 Encyclopedia of Mathematical Physics. We give a brief overview of graded Poisson algebras…
Homotopy Inner Products for Cyclic Operads
Thomas Tadler, Riccardo longoni
We introduce the notion of homotopy inner products for any cyclic quadratic Koszul operad , generalizing the construction already known for the associative operad. This…
On the Hochschild-Kostant-Rosenberg map for graded manifolds
Alberto S. Cattaneo, Domenico Fiorenza, Riccardo Longoni
We show that the Hochschild-Kostant-Rosenberg map from the space of multivector fields on a graded manifold N (endowed with a Berezinian volume) to the cohomology of the algebra of…
Nontrivial classes in from nontrivalent graph cocycles
Riccardo Longoni
We construct nontrivial cohomology classes of the space of imbeddings of the circle into , by means of Feynman diagrams. More precisely, starting from a suita…
Configuration spaces are not homotopy invariant
Riccardo Longoni, Paolo Salvatore
We present a counterexample to the conjecture on the homotopy invariance of configuration spaces. More precisely, we consider the lens spaces and , and prove tha…