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Luca Gonzato

Department of Statistics and Operations Research

3H指数
16论文数
50被引数
收录论文 4
发表时间
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Econometric analysis of crude oil price dynamics using time series of option prices
errAnnals of Operations Research
IF4.5
err2026-01-21
err0
errOAAI
errRiccardo Brignone; Luca Gonzato
err分享
err收藏
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants
errJOURNAL OF BANKING & FINANCE
IF3.8
err2023-03-01
err4
errOAAI
errBrignone, Riccardo; Gonzato, Luca; Luetkebohmert, Eva
err分享
err收藏
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2023-01-07
err7
errOAAI
errBrignone, Riccardo; Gonzato, Luca; Sgarra, Carlo
err分享
err收藏
Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging
errENERGY ECONOMICS
IF14.2
err2021-07-01
err11
errOAAI
errGonzato, Luca; Sgarra, Carlo
err分享
err收藏

研究方向

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合作学者
合作期刊
C
Carlo Sgarra
H 指数: 16 · 论文数: 105
R
Riccardo Brignone
H 指数: 6 · 论文数: 27
H 指数: 0 · 论文数: 49
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