Roberto Daluiso
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Person:4555158
Available identifiers
zbMath Open daluiso.robertoMaRDI QIDQ4555158
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 | 2024-07-30 | Paper |
| Hedging efficiently under correlation | 2018-11-19 | Paper |
| Algorithmic differentiation for discontinuous payoffs | 2018-06-29 | Paper |
Research outcomes over time
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