Person

Giovanni Barone-Adesi

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Related publications (3)

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Giovanni Barone-Adesi

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Sentiment, Asset Prices, and Systemic Risk

A GARCH Option Pricing Model with Filtered Historical Simulation

An Option Pricing Formula for the GARCH Diffusion Model

Sentiment, Asset Prices, and Systemic Risk

A GARCH Option Pricing Model with Filtered Historical Simulation

An Option Pricing Formula for the GARCH Diffusion Model