The following pages link to Flavio Angelini (Q816446):
Displayed 12 items.
- An approximation of caplet implied volatilities in Gaussian models (Q816447) (← links)
- Explicit formulas for the minimal variance hedging strategy in a martingale case (Q965780) (← links)
- Item:Q816446 (redirect page) (← links)
- Resonant response of a neural model and of Limulus ommatidia to double frequency stimulation (Q1135236) (← links)
- Ample divisors on the blow up of \(\mathbb{P}^3\) at points (Q1360913) (← links)
- Portfolio management with benchmark related incentives under mean reverting processes (Q1621923) (← links)
- Delta hedging in discrete time under stochastic interest rate (Q2349604) (← links)
- Measuring the error of dynamic hedging: a Laplace transform approach (Q3400796) (← links)
- An algebraic version of Demailly’s asymptotic Morse inequalities (Q3837555) (← links)
- (Q3929434) (← links)
- Evaluating discrete dynamic strategies in affine models (Q4683013) (← links)
- Implicit incentives for fund managers with partial information (Q6166931) (← links)