Ruggero Caldana

Finance · 2013–2016

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ruggero Caldana trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Paul Glasserman
  2. J. D. da Fonseca
  3. Svetlana Borovkova
  4. Martino Grasselli
  5. David Hobson *
  6. Claudio Tebaldi
  7. René A. Carmona
  8. Petter Bjerksund

Papers from Ruggero Caldana's perspective

Ordered by how strongly the researchers Ruggero Caldana trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Monte Carlo Methods in Financial Engineering
  2. A Closed Form Approach to the Valuation and Hedging of Basket and Spread Option
  3. Static arbitrage bounds on basket option prices (Mathematical programming)
  4. Static-arbitrage optimal subreplicating strategies for basket options
  5. Option pricing when correlations are stochastic: an analytical framework
  6. Specification Analysis of Affine Term Structure Models
  7. Matrix analysis
  8. Options, Futures, and Other Derivatives
  9. Pricing and Hedging Spread Options (SIAM Review)
  10. Stochastic Skew in Currency Options

Their papers