Marcellino Gaudenzi

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Papers (2)

1. Exact Solutions for Optimal Investment Strategies and Indifference Prices under Non-Differentiable Preferences q-fin.PR · 2018 · author #1
2. Efficient European and American option pricing under a jump-diffusion process q-fin.CP · 2017 · author #1

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Frequent Coauthors

• Alice Spangaro 1 shared papers
• Michel Vellekoop 1 shared papers
• Patrizia Stucchi 1 shared papers