Professore Ordinario

Fabio Antonelli

https://orcid.org/0000-0002-8607-4582

Backward Stochastic Differential Equations, Stochastic Calculus, Financial market models, Derivatives pricing and hedging, stochastic and rough volatility
08 Matematica per l'Economia e la Finanza
SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie
Mathematics and Applications

Curriculum