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 |
|---|---|---|
| Explicit option pricing with additive processes SIAM Journal on Financial Mathematics | 2025-08-19 | Paper |
| On the implied volatility skew outside the at-the-money point Quantitative Finance | 2025-03-10 | Paper |
| Short-time implied volatility of additive normal tempered stable processes Annals of Operations Research | 2024-06-04 | Paper |
| A fast Monte Carlo scheme for additive processes and option pricing Computational Management Science | 2023-08-22 | Paper |
| Is (independent) subordination relevant in option pricing? | 2023-07-14 | Paper |
| Additive normal tempered stable processes for equity derivatives and power-law scaling Quantitative Finance | 2022-05-05 | Paper |
Research outcomes over time
This page was built for person: Michele Azzone
