Claudia Ravanelli

According to our database1, Claudia Ravanelli authored at least 2 papers between 2005 and 2014.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2014
Comonotone Pareto optimal allocations for law invariant robust utilities on L 1.
Finance Stochastics, 2014

2005
An option pricing formula for the GARCH diffusion model.
Comput. Stat. Data Anal., 2005


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