Valentina Cazzola

Identifiers

• name variant Valentina Cazzola 0.60 · backfill

Papers (3)

1. Accounting for risk of non linear portfolios: a novel Fourier approach q-fin.RM · 2010 · author #2
2. Option pricing under Ornstein-Uhlenbeck stochastic volatility: a linear model q-fin.PR · 2009 · author #2
3. Probability distribution of returns in the exponential Ornstein-Uhlenbeck model q-fin.CP · 2008 · author #2

Mentions

• 1002.4817 #2 · backfill · confidence 0.70 Valentina Cazzola
• 0905.1882 #2 · backfill · confidence 0.70 Valentina Cazzola
• 0805.0540 #2 · backfill · confidence 0.70 Valentina Cazzola

Frequent Coauthors

• Giacomo Bormetti 3 shared papers
• Danilo Delpini 2 shared papers
• Giacomo Livan 1 shared papers
• Guido Montagna 1 shared papers
• Oreste Nicrosini 1 shared papers