Andrea Barletta
From MaRDI portal
Person:1734552
Available identifiers
zbMath Open barletta.andrea.1MaRDI QIDQ1734552
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 | 2019-10-31 | Paper |
| It only takes a few moments to hedge options | 2019-03-27 | Paper |
| Orthogonal expansions for VIX options under affine jump diffusions | 2018-11-14 | Paper |
Research outcomes over time
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