Physics – Condensed Matter – Statistical Mechanics
Scientist
Physics
Condensed Matter
Statistical Mechanics
Scientist
Dip. di Fisica and I.N.F.M., Universita' dell'Aquila, Italy
Universita' di L'Aquila and Roma "La Sapienza", Italy
Dip. di Fisica, Dip. di Matematica and I.N.F.M., Università dell'Aquila, Italy
Università dell'Aquila and Roma "La Sapienza", Italy
A general methodology to price and hedge derivatives in incomplete markets
A variational approach to Ising spin glasses in finite dimensions
Efficiency in foreign exchange markets
Growth Optimal Investment and Pricing of Derivatives
Markovian approximation in foreign exchange markets
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