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Michele Azzone - MaRDI portal

Michele Azzone

From MaRDI portal
Person:5072908

Available identifiers

zbMath Open azzone.micheleMaRDI QIDQ5072908

List of research outcomes





PublicationDate of PublicationType
Short-time implied volatility of additive normal tempered stable processes2024-06-04Paper
A fast Monte Carlo scheme for additive processes and option pricing2023-08-22Paper
Is (independent) subordination relevant in option pricing?2023-07-14Paper
Additive normal tempered stable processes for equity derivatives and power-law scaling2022-05-05Paper

Research outcomes over time

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