PhD STUDENTS

• Dr. Gabriele Pompa, Deterministic Shift Extension of Affine Models for Variance Derivatives, Ph.D. in Computer Decision and System Science, curriculum: Management Science, IMT, Lucca, 2016

• Dr. Manola Santilli, New Tools For Volatility Models, Ph.D. in Economic Statistics, Università di Roma "La Sapienza", 2014

• Dr. Aleksey Kolokolov, Advancements in financial econometrics of detecting simultaneous jumps, measuring integrated volatility powers and covariation, Ph.D. in Econometrics and Empirical Economics, Università di Roma "Tor Vergata", 2013

• Dr. Mario Dell'Era,  Geometrical Approximation and Perturbative Methods for PDEs in Finance, Dottorato in Matematica per le Decisioni Economiche, Università di Pisa, 2011

• Dr. Sandrine Jacob-Leal, Three Essays on Agents' Heterogenity in Financial Markets, Ph.D. in Economics, Università di Siena, 2010

• Dr. Davide Pirino, Theoretical and Empirical Essays on the Dynamics of Financial and Energy Markets , Ph.D. in Physics, Università di Pisa, 2009

• Dr. Antonio Mannolini, Essays on Derivatives Pricing with the Extended CIR model, Ph.D. in Economics, Università di Siena, 2007