Full Professor
Department of Mathematics
Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences
Bormetti, Giacomo; Cazzola, Valentina; Delpini, Danilo, Option pricing under ornstein-uhlenbeck stochastic volatility: A linear model, «INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE», 2010, 13, pp. 1047 - 1063 [Scientific article]
Lezioni 'Modelli per le Valutazioni Finanziarie' 2 e 3 maggio 2024
Published on: April 30 2024
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