Federico de Olivera
From MaRDI portal
Person:4606768
Available identifiers
zbMath Open de-olivera.federicoMaRDI QIDQ4606768
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 |
|---|---|---|
| SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW | 2018-04-11 | Paper |
| Computing Greeks for Lévy Models: The Fourier Transform Approach | 2018-03-09 | Paper |
Research outcomes over time
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