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 |
|---|---|---|
| The short-time behavior of VIX-implied volatilities in a multifactor stochastic volatility framework Mathematical Finance | 2019-10-31 | Paper |
| It only takes a few moments to hedge options Journal of Economic Dynamics and Control | 2019-03-27 | Paper |
| Orthogonal expansions for VIX options under affine jump diffusions Quantitative Finance | 2018-11-14 | Paper |
Research outcomes over time
This page was built for person: Andrea Barletta
