WIAS Preprint List: Pelizzari, Luca

• 3098: Abi Jaber, Eduardo; Cuchiero, Christa; Pelizzari, Luca; Pulido, Sergio; Svaluto-Ferro, Sara
  Polynomial Volterra processes
  
• 3068: Bayer, Christian; Pelizzari, Luca; Schoenmakers, John G. M.
  Primal and dual optimal stopping with signatures
  
• 3034: Bank, Peter; Bayer, Christian; Friz, Peter; Pelizzari, Luca
  Rough PDEs for local stochastic volatility models