Andrea Mazzoran

Publication Activity (10 Years)

Years Active: 2024-2024
Publications (10 Years): 1

Top Topics

Search Strategies

Camera Calibration

Top Venues

Ann. Oper. Res.

Publications

Martino Grasselli, Andrea Mazzoran, Andrea Pallavicini
A general framework for a joint calibration of VIX and VXX options. Ann. Oper. Res. 336 (1-2) (2024)