Category Archives: Winner award for the best conference paper

Hierarchical Structures in the Aggregation of Premium Risk for Insurance Underwriting (with Nino Savelli; presented at the Workshop “Models for Risk Evaluations in Insurance”, Tropea, 2010)

Contingent claim valuation in diffusion-based financial market models without martingale measures (presented at the 34° Amases Conference, 2010)

Are asymmetrically informed agents envious?

A general closed-form spread option pricing formula (with Gianluca Fusai)

Continuous-Time Public Good Contribution under Uncertainty (with Frank Riedel and Jan-Henrik Steg)

Quantized calibration in local volatility (with Giorgia Callegaro and Martino Grasselli)