| Rough volatility, path-dependent PDEs and weak rates of convergence O Bonesini, A Jacquier, A Pannier arXiv preprint arXiv:2304.03042, 2023 | 11 | 2023 |
| Functional quantization of rough volatility and applications to the VIX O Bonesini, G Callegaro, A Jacquier arXiv preprint arXiv:2104.04233, 2021 | 9 | 2021 |
| Correlated equilibria for mean field games with progressive strategies O Bonesini, L Campi, M Fischer arXiv preprint arXiv:2212.01656, 2022 | 3 | 2022 |
| A theoretical analysis of Guyon's toy volatility model O Bonesini, A Jacquier, C Lacombe arXiv preprint arXiv:2001.05248, 2020 | 3 | 2020 |
| Four essays in between Probability Theory and Financial Mathematics O Bonesini Università degli studi di Padova, 2023 | 2 | 2023 |
| A McKean–Vlasov Game of Commodity Production, Consumption and Trading R Aïd, O Bonesini, G Callegaro, L Campi Applied Mathematics & Optimization 86 (3), 40, 2022 | 1 | 2022 |
| Functional quantization of rough volatility and applications to volatility derivatives O Bonesini, G Callegaro, A Jacquier Quantitative Finance 23 (12), 1769-1792, 2023 | | 2023 |
| PDE for : a rough volatility context O Bonesini, A Jacquier arXiv preprint arXiv:2309.11183, 2023 | | 2023 |
| From elephant to goldfish (and back): memory in stochastic Volterra processes O Bonesini, G Callegaro, M Grasselli arXiv preprint arXiv:2306.02708, 2023 | | 2023 |
| A McKean-Vlasov game of commodity production, consumption and trading O Bonesini, G Callegaro, L Campi arXiv. org Papers, 2021 | | 2021 |
| Existence and uniqueness of solutions for a class of McKean-Vlasov stochastic differential equations O Bonesini | | |
