Gaetano Agazzotti

photo_montagne.jpeg

Recently graduated from the École des Mines de Nancy, I am currently attending the MVA master’s program at ENS Paris-Saclay.

I am passionate about research, especially in applied mathematics, mathematical finance, and machine learning.

An updated list of the research projects I have been involved here. If you have any questions about the articles or the accompanying code, I would be more than happy to answer!

news

Feb 17, 2025 Our paper Calibration and option pricing with stochastic volatility and double exponential jumps has just been accepted in the Journal of Computational and Applied Mathematics:sparkles: