Giulio Sartorelli
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Person:3304206
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 |
|---|---|---|
| Swing option pricing consistent with futures smiles Applied Stochastic Models in Business and Industry | 2024-07-30 | Paper |
| Smile modeling in commodity markets International Journal of Theoretical and Applied Finance | 2020-08-05 | Paper |
| Alternative asset-price dynamics and volatility smile Quantitative Finance | 2019-01-14 | Paper |
Research outcomes over time
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