Publications & Citations
Proceedings from scholarly meetings
| Year | Title / Publication | Link |
|---|---|---|
| 2024 | A Structural Credit Risk Model with Default Contagion Springer Nature Switzerland |
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Journal article
| Year | Title / Publication | Link |
|---|---|---|
| 2025 | Polynomial approximation of discounted moments Finance and Stochastics |
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| 2024 | Synchronous deautoconvolution algorithm for discrete-time positive signals via -divergence approximation JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS |
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| 2024 | Neural network empowered liquidity pricing in a two-price economy under conic finance settings Quantitative Finance |
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| 2024 | Proxying credit curves via Wasserstein distances Annals of Operations Research |
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| 2024 | A dimension reduction approach for loss valuation in credit risk modeling International Journal of Financial Engineering |
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Teaching
2024/2025
| Semester | Course | Degree | Coordinator |
|---|---|---|---|
| 1º | Stochastic Finance in Continuous Time | Mestrado Bolonha em Matemática Financeira - Mathematical Finance, Mestrado Bolonha em Economia - Economia | Yes |