Luca Capriotti
Adjunct Professor
United StatesResearch Interests
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About
Luca Capriotti is an Adjunct Professor at Columbia University in the City of New York. His research areas include the application of path integral approaches in finance, particularly related to derivative pricing and non-linear diffusions. He has contributed significantly to the field over the past 15 years, emphasizing the use of Adjoint Algorithmic Differentiation (AAD) in financial contexts. Additionally, his work encompasses complex many-body simulations and effective-potential approximations in quantum Monte Carlo methods.
Articles (5)
Year:
2024
Year:
2024
Year:
2020
Year:
2020
Year:
2020
Collaborators (1)
Claudio Attaccalite
CNRS
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