Adrien Treccani

University of Zurich

Postdoc

Schönberggasse 1

Zürich, 8001

Switzerland

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 30,553

SSRN RANKINGS

Top 30,553

in Total Papers Downloads

2,324

SSRN CITATIONS
Rank 22,255

SSRN RANKINGS

Top 22,255

in Total Papers Citations

33

CROSSREF CITATIONS

11

Scholarly Papers (4)

1.

High-Frequency Jump Analysis of the Bitcoin Market

Swiss Finance Institute Research Paper No. 17-19
Number of pages: 30 Posted: 10 Jun 2017 Last Revised: 26 Jun 2017
O. Scaillet, Adrien Treccani and Christopher Trevisan
Swiss Finance Institute - University of Geneva, University of Zurich and Ecole Polytechnique Fédérale de Lausanne
Downloads 1,321 (21,440)
Citation 19

Abstract:

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Jumps, Liquidity, High-frequency data, Bitcoin

2.

Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News

Swiss Finance Institute Research Paper No. 11-36
Number of pages: 45 Posted: 15 Feb 2009 Last Revised: 06 Mar 2015
Pierre Bajgrowicz, O. Scaillet and Adrien Treccani
University of Geneva - Geneva Finance Research Institute (GFRI), Swiss Finance Institute - University of Geneva and University of Zurich
Downloads 697 (52,707)
Citation 28

Abstract:

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jumps, high-frequency data, spurious detections, jumps dynamics, news releases, cojumps

3.

Pricing American Options Under High-Dimensional Models with Recursive Adaptive Sparse Expectations

Number of pages: 49 Posted: 11 Nov 2016 Last Revised: 30 Aug 2018
Simon Scheidegger and Adrien Treccani
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Zurich
Downloads 181 (230,982)
Citation 5

Abstract:

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American Options, Derivatives, Pricing, High-dimension, Adaptive sparse grids

4.

A 9-Dimension Grid for the Evaluation of Central Bank Digital Currencies

Number of pages: 48 Posted: 06 Oct 2018 Last Revised: 21 Dec 2018
José Parra-Moyano, Arthur Macherel and Adrien Treccani
Copenhagen Business School, University of Zurich and University of Zurich
Downloads 125 (310,867)

Abstract:

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Blockchain, Bitcoin, Central Bank Digital Currencies, CBDC