Elisa Nicolato

From MaRDI portal
Person:1819273

Available identifiers

zbMath Open nicolato.elisaMaRDI QIDQ1819273

List of research outcomes





PublicationDate of PublicationType
The short-time behavior of VIX-implied volatilities in a multifactor stochastic volatility framework2019-10-31Paper
Some recent developments in stochastic volatility modelling2019-01-14Paper
Orthogonal expansions for VIX options under affine jump diffusions2018-11-14Paper
Risk adjustments of option prices under time-changed dynamics2014-09-05Paper
Sato processes in default modelling2010-12-15Paper
Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type2004-10-28Paper
A Bayesian dynamic programming approach to optimal maintenance combined with burn-in2000-01-11Paper

Research outcomes over time

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