papers
Publications (4)
cond-mat.stat-mech2007
Magnetic Reversal Time in Open Long Range Systems
F. Borgonovi, G. L. Celardo, B. Goncalves +1
q-fin.RM2015
The efficiency of Anderson-Darling test with limited sample size: an application to Backtesting Counterparty Credit Risk internal model
M. Formenti, L. Spadafora, M. Terraneo +1
q-fin.PR2010
Adiabaticity Conditions for Volatility Smile in Black-Scholes Pricing Model
L. Spadafora, G. P. Berman, F. Borgonovi
q-fin.PR2010
Do your volatility smiles take care of extreme events?
L. Spadafora, G. P. Berman, F. Borgonovi