V. Cazzola

From MaRDI portal
Person:614626

Available identifiers

zbMath Open cazzola.valentinaMaRDI QIDQ614626

List of research outcomes





PublicationDate of PublicationType
A generalized Fourier transform approach to risk measures2020-08-11Paper
Erratum: A generalized Fourier transform approach to risk measures2020-08-11Paper
The probability distribution of returns in the exponential Ornstein–Uhlenbeck model2019-10-22Paper
Option pricing under Ornstein-Uhlenbeck stochastic volatility: a linear model2011-01-13Paper
Accounting for risk of non linear portfolios. A novel Fourier approach2011-01-04Paper

Research outcomes over time

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