V. Cazzola

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
A generalized Fourier transform approach to risk measures Journal of Statistical Mechanics: Theory and Experiment	2020-08-11	Paper
Erratum: A generalized Fourier transform approach to risk measures Journal of Statistical Mechanics: Theory and Experiment	2020-08-11	Paper
The probability distribution of returns in the exponential Ornstein-Uhlenbeck model Journal of Statistical Mechanics: Theory and Experiment	2019-10-22	Paper
Option pricing under Ornstein-Uhlenbeck stochastic volatility: a linear model International Journal of Theoretical and Applied Finance	2011-01-13	Paper
Accounting for risk of non linear portfolios. A novel Fourier approach The European Physical Journal B. Condensed Matter and Complex Systems	2011-01-04	Paper

Research outcomes over time

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