Flavio Angelini

Available identifiers

Publication	Date of Publication	Type
Implicit incentives for fund managers with partial information	2023-08-04	Paper
Portfolio management with benchmark related incentives under mean reverting processes	2018-11-12	Paper
Evaluating discrete dynamic strategies in affine models	2018-09-19	Paper
Delta hedging in discrete time under stochastic interest rate	2015-06-17	Paper
Explicit formulas for the minimal variance hedging strategy in a martingale case	2010-04-26	Paper
Measuring the error of dynamic hedging: a Laplace transform approach	2010-02-05	Paper
An approximation of caplet implied volatilities in Gaussian models	2006-03-09	Paper
Ample divisors on the blow up of \(\mathbb{P}^3\) at points	1997-09-04	Paper
An algebraic version of Demailly’s asymptotic Morse inequalities	1996-12-10	Paper
https://portal.mardi4nfdi.de/entity/Q3929434	1982-01-01	Paper
Resonant response of a neural model and of Limulus ommatidia to double frequency stimulation	1980-01-01	Paper

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