Federico de Olivera
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Person:4606768
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 International Journal of Theoretical and Applied Finance | 2018-04-11 | Paper |
| Computing Greeks for Lévy Models: The Fourier Transform Approach Trends in Mathematical Economics | 2018-03-09 | Paper |
Research outcomes over time
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