Enrico Moretto
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Person:1619161
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 |
|---|---|---|
| Competing or collaborating, with no symmetrical behaviour: leadership opportunities and winning strategies under stability Mathematics and Computers in Simulation | 2021-11-18 | Paper |
| Option pricing under deformed Gaussian distributions Physica A | 2018-11-13 | Paper |
| Exact and approximated option pricing in a stochastic volatility jump-diffusion model | 2017-11-22 | Paper |
| Variance matters (in stochastic dividend discount models) Annals of Finance | 2015-06-26 | Paper |
| Derivative evaluation using recombining trees under stochastic volatility | 2011-06-27 | Paper |
| Exact pricing with stochastic volatility and jumps International Journal of Theoretical and Applied Finance | 2010-09-21 | Paper |
Research outcomes over time
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