Roberto Daluiso
From MaRDI portal
Person:4555158
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 |
| Hedging efficiently under correlation Quantitative Finance | 2018-11-19 | Paper |
| Algorithmic differentiation for discontinuous payoffs International Journal of Theoretical and Applied Finance | 2018-06-29 | Paper |
Research outcomes over time
This page was built for person: Roberto Daluiso
