CUFinder

Federico Graceffa

About Federico Graceffa

Federico Graceffa, With an exceptional h-index of 2 and a recent h-index of 2 (since 2020), a distinguished researcher at Imperial College London, specializes in the field of Mathematical Finance, Random Dynamical Systems.

His recent articles reflect a diverse array of research interests and contributions to the field:

Mild to classical solutions for XVA equations under stochastic volatility

Price impact on term structure

A random journey through dynamics and finance: pullback attractors, price impact, nonlinear valuation and FX market

Common noise pullback attractors for stochastic dynamical systems

On the consistency of jump-diffusion dynamics for FX rates under inversion

Federico Graceffa Information

University

Position

___

Citations(all)

8

Citations(since 2020)

8

Cited By

0

hIndex(all)

2

hIndex(since 2020)

2

i10Index(all)

0

i10Index(since 2020)

0

Email

University Profile Page

Google Scholar

Federico Graceffa Skills & Research Interests

Mathematical Finance

Random Dynamical Systems

Top articles of Federico Graceffa

Mild to classical solutions for XVA equations under stochastic volatility

SIAM Journal on Financial Mathematics

2024/3/31

Damiano Brigo
Damiano Brigo

H-Index: 24

Federico Graceffa
Federico Graceffa

H-Index: 0

Price impact on term structure

Quantitative Finance

2022/1/2

Damiano Brigo
Damiano Brigo

H-Index: 24

Federico Graceffa
Federico Graceffa

H-Index: 0

Eyal Neuman
Eyal Neuman

H-Index: 7

A random journey through dynamics and finance: pullback attractors, price impact, nonlinear valuation and FX market

2022

Federico Graceffa
Federico Graceffa

H-Index: 0

Common noise pullback attractors for stochastic dynamical systems

arXiv preprint arXiv:2108.05134

2021/8/11

Federico Graceffa
Federico Graceffa

H-Index: 0

On the consistency of jump-diffusion dynamics for FX rates under inversion

International Journal of Financial Engineering

2020/12/10

Federico Graceffa
Federico Graceffa

H-Index: 0

Damiano Brigo
Damiano Brigo

H-Index: 24

See List of Professors in Federico Graceffa University(Imperial College London)