Adrien Treccani

University of Zurich

Postdoc

Schönberggasse 1

Zürich, 8001

Switzerland

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 26,820

SSRN RANKINGS

Top 26,820

in Total Papers Downloads

2,163

SSRN CITATIONS
Rank 23,246

SSRN RANKINGS

Top 23,246

in Total Papers Citations

30

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
University of Geneva GSEM and GFRI, University of Zurich and Ecole Polytechnique Fédérale de Lausanne
Downloads 1,242 (19,290)
Citation 16

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), University of Geneva GSEM and GFRI and University of Zurich
Downloads 673 (45,997)
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 155 (225,564)
Citation 4

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 93 (327,630)

Abstract:

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Blockchain, Bitcoin, Central Bank Digital Currencies, CBDC