papers
Publications (4)
cond-mat.other2006
Pricing Exotic Options in a Path Integral Approach
G. Bormetti, G. Montagna, N. Moreni +1
q-fin.RM2012
A Generalized Fourier Transform Approach to Risk Measures
G. Bormetti, V. Cazzola, G. Livan +2
physics.soc-ph2006
Risk measures with non-Gaussian fluctuations
G. Bormetti, E. Cisana, G. Montagna +1
physics.soc-ph2006
A Non-Gaussian Approach to Risk Measures
G. Bormetti, E. Cisana, G. Montagna +1