Francesco Russo (CERMICS

Identifiers

• name variant Francesco Russo (CERMICS 0.60 · backfill

Papers (2)

1. Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets q-fin.PR · 2012 · author #3
2. Gaussian and non-Gaussian processes of zero power variation math.PR · 2009 · author #1

Mentions

• 1205.4089 #3 · backfill · confidence 0.70 Francesco Russo (CERMICS
• 0912.0782 #1 · backfill · confidence 0.70 Francesco Russo (CERMICS

Frequent Coauthors

• INRIA Rocquencourt 2 shared papers
• UMA) 2 shared papers
• Frederi Viens 1 shared papers
• Nadia Oudjane (LAGA) 1 shared papers
• St\'ephane Goutte (LAGA) 1 shared papers