Flavio Angelini

Available identifiers

zbMath Open angelini.flavioMaRDI QIDQ816446

List of research outcomes

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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Flavio Angelini