Elisa Al\`os

Identifiers

• name variant Elisa Al\`os 0.60 · backfill

Papers (6)

1. Analytic approximation for Bachelier option prices and applications q-fin.CP · 2026 · author #1
2. Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions q-fin.MF · 2025 · author #1
3. On smile properties of volatility derivatives and exotic products: understanding the VIX skew q-fin.MF · 2018 · author #1
4. On the optimal choice of strike conventions in exchange option pricing q-fin.MF · 2018 · author #1
5. The asymptotic expansion of the regular discretization error of It\^o integrals math.PR · 2018 · author #1
6. An anticipating It\^o formula for L\'evy processes math.PR · 2008 · author #1

Mentions

• 0808.0035 #1 · backfill · confidence 0.70 Elisa Al\`os

Frequent Coauthors

• Josep Vives 2 shared papers
• \`Oscar Bur\'es 2 shared papers
• Aitor Muguruza 1 shared papers
• David Garc\'ia-Lorite 1 shared papers
• Jorge A. Le\'on 1 shared papers
• Masaaki Fukasawa 1 shared papers
• Michael Coulon 1 shared papers
• Rafael de Santiago 1 shared papers