Location: VIA C. RIDOLFI, 10, 56124 PISA
Email: giovanni.amici@unipi.it
Profile
Teaching
Research
Publications
- Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling (Amici, G.; Fusai, G.; Gambaro, A. M.; Marazzina, D. - 2026 - 1.1 Articolo in rivista)
- Calibrating the Heston model with deep differential networks (Zhang, C.; Amici, G.; Morandotti, M. - 2025 - 1.1 Articolo in rivista)
- Multivariate Lévy models: calibration and pricing (Amici, G.; Brandimarte, P.; Messeri, F.; Semeraro, P. - 2025 - 1.1 Articolo in rivista)
- Multivariate additive subordination with applications in finance (Amici, G.; Ballotta, L.; Semeraro, P. - 2025 - 1.1 Articolo in rivista)