4. Physics
  5. Condensed Matter
  6. Statistical Mechanics

L. Spadafora

Physics – Condensed Matter – Statistical Mechanics

Scientist

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Adiabaticity Conditions for Volatility Smile in Black-Scholes Pricing Model

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Do your volatility smiles take care of extreme events?

Economy – Quantitative Finance – Pricing of Securities
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Magnetic Reversal Time in Open Long Range Systems

Physics – Condensed Matter – Statistical Mechanics
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Profile ID: LFWR-SCP-P-228368

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