Michele Azzone
From MaRDI portal
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 |
|---|---|---|
| Explicit option pricing with additive processes SIAM Journal on Financial Mathematics | 2025-08-19 | Paper |
| On the implied volatility skew outside the at-the-money point Quantitative Finance | 2025-03-10 | Paper |
| Short-time implied volatility of additive normal tempered stable processes Annals of Operations Research | 2024-06-04 | Paper |
| A fast Monte Carlo scheme for additive processes and option pricing Computational Management Science | 2023-08-22 | Paper |
| Is (independent) subordination relevant in option pricing? | 2023-07-14 | Paper |
| Additive normal tempered stable processes for equity derivatives and power-law scaling Quantitative Finance | 2022-05-05 | Paper |
Research outcomes over time
This page was built for person: Michele Azzone
