Peter Leoni

From MaRDI portal



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
Implied liquidity risk premia in option markets
Annals of Finance
2019-06-28Paper
Implied Lévy volatility
Quantitative Finance
2010-02-05Paper
Zipping transition in a model of two crosslinked polymers
Journal of Physics A: Mathematical and General
2002-06-11Paper


Research outcomes over time


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