Ruggero Caldana

Available identifiers

zbMath Open caldana.ruggeroMaRDI QIDQ1753616

List of research outcomes

Publication	Date of Publication	Type
General closed-form basket option pricing bounds	2021-07-16	Paper
Approximate pricing of swaptions in affine and quadratic models	2018-11-19	Paper
Correction: Exchange Option under Jump-diffusion Dynamics	2018-09-18	Paper
Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market	2018-05-29	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: Ruggero Caldana