Ruggero Caldana

From MaRDI portal
Person:1753616

Available identifiers

zbMath Open caldana.ruggeroMaRDI QIDQ1753616

List of research outcomes





PublicationDate of PublicationType
General closed-form basket option pricing bounds2021-07-16Paper
Approximate pricing of swaptions in affine and quadratic models2018-11-19Paper
Correction: Exchange Option under Jump-diffusion Dynamics2018-09-18Paper
Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market2018-05-29Paper

Research outcomes over time

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