Mauro Politi

Identifiers

• name variant Mauro Politi 0.60 · backfill

Papers (7)

1. A parsimonious model for intraday European option pricing q-fin.PR · 2012 · author #2
2. The near-extreme density of intraday log-returns q-fin.ST · 2011 · author #1
3. Full characterization of the fractional Poisson process math.PR · 2011 · author #1
4. Optimizing a basket against the efficient market hypothesis q-fin.TR · 2010 · author #2
5. Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation cond-mat.stat-mech · 2009 · author #1
6. Stochastic calculus for uncoupled continuous-time random walks cond-mat.stat-mech · 2008 · author #2
7. Activity spectrum from waiting-time distribution q-fin.TR · 2008 · author #1

Mentions

• 1202.4332 #2 · backfill · confidence 0.70 Mauro Politi
• 1106.0039 #1 · backfill · confidence 0.70 Mauro Politi
• 1104.4234 #1 · backfill · confidence 0.70 Mauro Politi
• 1006.5230 #2 · backfill · confidence 0.70 Mauro Politi
• 0903.1629 #1 · backfill · confidence 0.70 Mauro Politi
• 0802.3769 #2 · backfill · confidence 0.70 Mauro Politi
• 0801.3043 #1 · backfill · confidence 0.70 Mauro Politi

Frequent Coauthors

• Enrico Scalas 5 shared papers
• Guido Germano 2 shared papers
• Anirban Chakraborti 1 shared papers
• Daniel Fulger 1 shared papers
• Fr\'ed\'eric Abergel 1 shared papers
• Nicolas Millot 1 shared papers
• Ren\'e L. Schilling 1 shared papers
• Taisei Kaizoji 1 shared papers