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Information on didactic, research and institutional assignments on this page are certified by the University; more information, prepared by the professor, are available on the personal web page and in the curriculum vitae indicated on this webpage.
Information on professor
ProfessorSgarra Carlo
QualificationAssociate professor full time
Belonging DepartmentDipartimento di Matematica
Scientific-Disciplinary SectorSECS-S/06 - Mathematical Methods Of Economics, Finance And Actuarial Sciences
Curriculum VitaeDownload CV (263.29Kb - 06/02/2023)
OrcIDhttps://orcid.org/0000-0001-9790-5292

Contacts
Professor's office hours
DepartmentFloorOfficeDayTimetableTelephoneFaxNotes
MATEMATICA3310FridayFrom 14:30
To 16:30
4570----
E-mailcarlo.sgarra@polimi.it
Professor's personal websitewww.mate.polimi.it

Data source: RE.PUBLIC@POLIMI - Research Publications at Politecnico di Milano

List of publications and reserach products for the year 2023 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters (Show >>)


List of publications and reserach products for the year 2022
No product yet registered in the year 2022


List of publications and reserach products for the year 2021 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process (Show >>)
A self-exciting modeling framework for forward prices in power markets (Show >>)
Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging (Show >>)


List of publications and reserach products for the year 2020 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
Asian options pricing in Hawkes-type jump-diffusion models. (Show >>)


List of publications and reserach products for the year 2019 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
A branching process approach to power markets. (Show >>)
manifesti v. 3.5.7 / 3.5.7
Area Servizi ICT
08/06/2023