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Alessandro Sgarabottolo

Observed name: Sgarabottolo, Alessandro
ORCID: 0009-0001-8257-0474
Observed ORCID: 0009-0001-8257-0474
OpenAlex ID: A5056220452
Risk measures based on weak optimal transport
2024 · Michael Kupper, Max Nendel, et al. · Quantitative Finance · 3
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Discrete approximation of risk-based prices under volatility uncertainty
2024 · Blessing, Jonas, Kupper, Michael, et al. · RePEc: Research Papers in Economics · 1
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Neural operators approximate strongly continuous convex monotone semigroups
2026 · Blessing, Jonas, Schmocker, Philipp, et al. · arXiv (Cornell University)
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Extreme points of sets of probability measures and $φ$-divergences
2026 · Bauch, Gerrit, Nendel, Max, et al. · arXiv (Cornell University)
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A Parametric Approach to the Estimation of Convex Risk Functionals Based on Wasserstein Distance
2025 · Max Nendel, Alessandro Sgarabottolo · Applied Mathematics & Optimization
Hopf-Lax approximation for value functions of Lévy optimal control problems
2025 · Michael Kupper, Max Nendel, et al. · Proceedings of the American Mathematical Society
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Scaling limits of multi-period distributionally robust optimization problems
2025 · Nendel, Max, Neufeld, Ariel, et al. · arXiv (Cornell University)
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Essays on model uncertainty in finance: from optimal transport to nonlinear semigroups
2025 · Sgarabottolo, Alessandro · Publikationen an der Universität Bielefeld (Universität Bielefeld)
Assessing swaption portfolios for prepayment risk mitigation: a parametric perspective
2023 · Monaco, Andrea, Perrotta, Adamaria, et al. · Open access LMU (Ludwid Maxmilian's Universitat Munchen)
A parametric approach to the estimation of convex risk functionals based on Wasserstein distance
2022 · Nendel, Max, Sgarabottolo, Alessandro · arXiv (Cornell University)
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Works count: 11
Citation count: 4
H-index: 1
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