Gianluca Fusai

Università degli Studi del Piemonte Orientale

Italy

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Articles (6)

Year:

2024

Year:

2024

Year:

2023

Year:

2022

Year:

2022

Year:

2020

Collaborators (3)

Ioannis Kyriakou

Reader in Actuarial Finance/Dr

UNITED KINGDOM

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Laura Ballotta

Professor of Mathematical Finance

City University of London Bayes Business School

UNITED KINGDOM

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RICCARDO BRIGNONE

Tenure Track Assistant Professor

University of Pavia

ITALY

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Gianluca Fusai

Research Interests

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Articles (6)

Counting jumps: does the counting process count?

Monotonic transformation and recovering the implied stock price process

Unified Moment-Based Modeling of Integrated Stochastic Processes

Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions

Interest rate structured products: can they improve the risk–return profile?

General lattice methods for arithmetic Asian options

Collaborators (3)

Ioannis Kyriakou

Laura Ballotta

RICCARDO BRIGNONE

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