Luca Spadafora

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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!

PublicationDate of PublicationType
Adiabaticity conditions for volatility smile in Black-Scholes pricing model
The European Physical Journal B. Condensed Matter and Complex Systems
2023-07-26Paper
Theoretical Foundations for Quantitative Finance2017-06-22Paper


Research outcomes over time


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