Ruggero Caldana
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Person:1753616
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 |
|---|---|---|
| General closed-form basket option pricing bounds Quantitative Finance | 2021-07-16 | Paper |
| Approximate pricing of swaptions in affine and quadratic models Quantitative Finance | 2018-11-19 | Paper |
| Correction to: ``Exchange option under jump-diffusion dynamics Applied Mathematical Finance | 2018-09-18 | Paper |
| Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market European Journal of Operational Research | 2018-05-29 | Paper |
Research outcomes over time
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