| The Short-Time Behaviour of VIX Implied Volatilities in a Multifactor Stochastic Volatility Framework A Barletta, E Nicolato, S Pagliarani Mathematical Finance (to appear), 2018 | 15 | 2018 |
| Orthogonal expansions for VIX options under affine jump diffusions A Barletta, E Nicolato Quantitative Finance 18 (6), 951-967, 2018 | 13 | 2018 |
| A non-structural investigation of VIX risk neutral density A Barletta, PS de Magistris, F Violante Journal of Banking & Finance 99, 1-20, 2019 | 11 | 2019 |
| It only takes a few moments to hedge A Barletta, PS de Magistris, DS Pedersen | 5 | 2017 |
| Analyzing the Risks Embedded in Option Prices with rndfittool A Barletta, P Santucci de Magistris Risks 6 (2), 28, 2018 | 3 | 2018 |
| Editorial on the Special Issue on Cryptocurrencies J Osterrieder, A Barletta Digital Finance 1, 1-4, 2019 | 2 | 2019 |
| It only takes a few moments to hedge options A Barletta, PS de Magistris, D Sloth Journal of Economic Dynamics and Control 100, 251-269, 2019 | 2 | 2019 |
| Estimating Risk-Neutral Density from Option Prices with a MATLAB App A Barletta, PS de Magistris | | 2018 |
| Consistent Modeling and Efficient Pricing of Volatility Derivatives: A PhD Thesis Submitted to School of Business and Social Sciences, Aarhus University, in Partial Fulfilment … A Barletta Department of Economics and Business Economics, Aarhus University, 2016 | | 2016 |
| Simmetrie per operatori lineari del secondo ordine A Pascucci, E Lanconelli, A Barletta | | |
| Sull'equazione di Kolmogorov A Barletta | | |
| Simmetrie per Operatori Lineari del Secondo Ordine A Barletta | | |
Paolo Santucci de MagistrisLUISS UniversityVerified email at luiss.it
