4. Physics
  5. Condensed Matter
  6. Statistical Mechanics

Danilo Delpini

Physics – Condensed Matter – Statistical Mechanics

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Accounting for risk of non linear portfolios: a novel Fourier approach

Economy – Quantitative Finance – Risk Management
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Exact Moment Scaling from Multiplicative Noise

Physics – Condensed Matter – Statistical Mechanics
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Minimal model of financial stylized facts

Economy – Quantitative Finance – Statistical Finance
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Option pricing under Ornstein-Uhlenbeck stochastic volatility: a linear model

Economy – Quantitative Finance – Pricing of Securities
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Profile ID: LFWR-SCP-P-188637

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