Foto del docente

Cristina Di Girolami

Ricercatrice confermata

Dipartimento di Matematica

Settore scientifico disciplinare: MAT/06 PROBABILITA E STATISTICA MATEMATICA

Temi di ricerca

Stochastic processes for modeling finance products.
Pricing and hedging.
Validation models.
Mathematical Finance, stochastic volatility.
Affine Term Structure models.
Infinite dimension calculus via regularization.
Stochastic Control and Fukushima-Dirichlet decomposition.
Verification theorem in control problems in the framework of delay equations.