Claudia Ravanelli

Publication Activity (10 Years)

Years Active: 2005-2014
Publications (10 Years): 0

Top Topics

Additively Separable

Evolutionary Algorithm

Multi Issue Negotiation

Top Venues

Finance Stochastics

Publications

Claudia Ravanelli, Gregor Svindland
Comonotone Pareto optimal allocations for law invariant robust utilities on L 1. Finance Stochastics 18 (1) (2014)
Giovanni Barone-Adesi, Henrik Rasmussen, Claudia Ravanelli
An option pricing formula for the GARCH diffusion model. Comput. Stat. Data Anal. 49 (2) (2005)