Submitted/under revision ... fingers crossed!
O. Bonesini, G. Callegaro, M. Grasselli, G. Pagès: "Efficient simulation of a new class of Volterra-type SDEs", previously known, with much less numerical results, as "From elephant to goldfish (and back): memory of stochastic Volterra processes", available at: https://arxiv.org/abs/2306.02708
G. Callegaro, C. Fontana, C. Hillairet, B. Ongarato: "A stochastic Gordon-Loeb model for optimal cybersecurity investment under clustered attacks", available at: https://arxiv.org/abs/2505.01221
Coming soon
G. Callegaro, U. Cetin, B. D'Auria: "A class of Markov processes with resetting and applications to cyber-security";
...
Work-in-progress!
R. Aid, O. Bonesini, G. Callegaro, L. Campi: Bayesian persuasion 2!!!
R. Aid, G. Callegaro, L. Campi, Z. Wu: on reduction of CO2 emissions ...
G. Callegaro, N. Filippas, E. Sasso: working on accumulation of wind energy via batteries ;)
E. Bandini, G. Callegaro, C. Di Girolami, S. Federico: stochastic control of cyber-security attacks via elegant math
G. Callegaro, M. Grasselli, E. Neboit, G. Pagès: studying implied vola and SSR for a new exciting rough model ;
A. Bondi, G. Callegaro, Y. Mishura, S. Pulido: rough surprise!
Work-in-pause!
G. Callegaro, J. Dianetti, G. Ferrari, D. Tonon: singular control and mean field interaction at infinity!