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 |
| Some recent developments in stochastic volatility modelling Quantitative Finance | 2019-01-14 | Paper |
| Orthogonal expansions for VIX options under affine jump diffusions Quantitative Finance | 2018-11-14 | Paper |
| Risk adjustments of option prices under time-changed dynamics Quantitative Finance | 2014-09-05 | Paper |
| Sato processes in default modelling Applied Mathematical Finance | 2010-12-15 | Paper |
| Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type Mathematical Finance | 2004-10-28 | Paper |
| A Bayesian dynamic programming approach to optimal maintenance combined with burn-in Annals of Operations Research | 2000-01-11 | Paper |
Research outcomes over time
This page was built for person: Elisa Nicolato
