Matteo Gambara

Matteo Gambara

Eidgenössische Technische Hochschule ETH Zürich - Zurich / Switzerland
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5203160
Swiss Federal Institute of Technology ETH Zurich
person_outline Matteo Gambara's MOST POPULAR ARTICLES
1-) Applications of signature methods to market anomaly detection arXiv preprint arXiv:2201.02441, 2022
2-) Randomized Signature Methods in Optimal Portfolio Selection https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4676478, 2023
3-) Machine learning methods for American-style path-dependent contracts arXiv preprint arXiv:2311.16762, 2023
4-) Machine learning methods for American-style path-dependent contractsM Gambara, G Livieri, A PallaviciniAvailable at SSRN, 202312023
5-) TWO PERSPECTIVES ON CONSISTENT MODELLING OF OPTION MARKETSM GambaraETH Zurich, 20222022