Flavio Angelini

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Implicit incentives for fund managers with partial information Computational Management Science	2023-08-04	Paper
Portfolio management with benchmark related incentives under mean reverting processes Annals of Operations Research	2018-11-12	Paper
Evaluating discrete dynamic strategies in affine models Quantitative Finance	2018-09-19	Paper
Delta hedging in discrete time under stochastic interest rate Journal of Computational and Applied Mathematics	2015-06-17	Paper
Explicit formulas for the minimal variance hedging strategy in a martingale case Decisions in Economics and Finance	2010-04-26	Paper
Measuring the error of dynamic hedging: a Laplace transform approach The Journal of Computational Finance	2010-02-05	Paper
An approximation of caplet implied volatilities in Gaussian models Decisions in Economics and Finance	2006-03-09	Paper
Ample divisors on the blow up of \(\mathbb{P}^3\) at points Manuscripta Mathematica	1997-09-04	Paper
Ample divisors on the blow up of \(\mathbb{P}^3\) at points Manuscripta Mathematica	1997-09-04	Paper
An algebraic version of Demailly’s asymptotic Morse inequalities Proceedings of the American Mathematical Society	1996-12-10	Paper
scientific article; zbMATH DE number 3744970 (Why is no real title available?)	1982-01-01	Paper
Resonant response of a neural model and of Limulus ommatidia to double frequency stimulation Biological Cybernetics	1980-01-01	Paper

Research outcomes over time

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