Camilla Pisani

Publication Activity (10 Years)

Years Active: 2017-2017
Publications (10 Years): 1

Top Topics

Normal Distribution

Kullback Leibler Divergence

Factors That Influence

Top Venues

SIAM J. Financial Math.

Publications

Elisa Nicolato, Camilla Pisani, David Sloth
The Impact of Jump Distributions on the Implied Volatility of Variance. SIAM J. Financial Math. 8 (1) (2017)