L. Spadafora

Identifiers

• name variant L. Spadafora 0.60 · backfill

Papers (4)

1. The efficiency of Anderson-Darling test with limited sample size: an application to Backtesting Counterparty Credit Risk internal model q-fin.RM · 2015 · author #2
2. Do your volatility smiles take care of extreme events? q-fin.PR · 2010 · author #1
3. Adiabaticity Conditions for Volatility Smile in Black-Scholes Pricing Model q-fin.PR · 2010 · author #1
4. Magnetic Reversal Time in Open Long Range Systems cond-mat.stat-mech · 2007 · author #4

Mentions

• 1505.04593 #2 · backfill · confidence 0.70 L. Spadafora
• 1010.2184 #1 · backfill · confidence 0.70 L. Spadafora
• 1003.3316 #1 · backfill · confidence 0.70 L. Spadafora
• 0710.3935 #4 · backfill · confidence 0.70 L. Spadafora

Frequent Coauthors

• F. Borgonovi 2 shared papers
• G. P. Berman 2 shared papers
• B. Goncalves 1 shared papers
• F.Borgonovi 1 shared papers
• F. Ramponi 1 shared papers
• G.L.Celardo 1 shared papers
• M. Formenti 1 shared papers
• M. Terraneo 1 shared papers