Luca Pelizzari
Scholar

Luca Pelizzari

Google Scholar ID: YZnumj8AAAAJ
WIAS Berlin
rough path theorystochastic analysismathematical finance
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Citations & Impact
All-time
Citations
44
 
H-index
3
 
i10-index
3
 
Publications
6
 
Co-authors
2
list available
Contact
No contact links provided.
Publications
2 items
Local regression on path spaces with signature metrics
2025
Cited
0
Pricing American options under rough volatility using deep-signatures and signature-kernels
2025
Cited
0
Resume (English only)
Co-authors
2 total
Christian Bayer
Christian Bayer
Research fellow, Weierstrass Institute, Berlin
Peter K. Friz
Peter K. Friz
Professor of Mathematics, TU and WIAS Berlin