15 citations · 39 across the 12 of their papers we have counts for
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q-fin.PM2023★ 1 cited
Hedging carbon risk with a network approach
Michele Azzone, Maria Chiara Pocelli, Davide Stocco
Sustainable investing refers to the integration of environmental and social aspects in investors' decisions. We propose a novel methodology based on the Triangulated Maximally Filt…
q-fin.MF2023
Is (independent) subordination relevant in option pricing?
Michele Azzone, Roberto Baviera
Monroe (1978) demonstrates that any local semimartingale can be represented as a time-changed Brownian Motion (BM). A natural question arises: does this representation theorem hold…