WIAS Preprint List: Pelizzari, Luca

• 3172: Bayer, Christian; Pelizzari, Luca; Zhu, Jia-Jie
  Pricing American options under rough volatility using deep-signatures and signature-kernels
  
• 3098: Abi Jaber, Eduardo; Cuchiero, Christa; Pelizzari, Luca; Pulido, Sergio; Svaluto-Ferro, Sara
  Polynomial Volterra processes
  Appeared in: Electron. J. Probab., 29, pp. 1 --37, DOI 10.1214/24-EJP1234 .
• 3068: Bayer, Christian; Pelizzari, Luca; Schoenmakers, John G. M.
  Primal and dual optimal stopping with signatures
  Appeared in: Finance Stoch., 29 (2025), pp. 981--1014,, DOI 10.1007/s00780-025-00570-8 .
• 3034: Bank, Peter; Bayer, Christian; Friz, Peter; Pelizzari, Luca
  Rough PDEs for local stochastic volatility models
  Appeared in: Math. Finance, published online on 26.01.2025, DOI 10.1111/mafi.12458 .