◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

A. Mingone

4 papers hereh-index 334 citations8 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author2
  • last author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • q-fin.MF3
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20212023
most citedExplicit no arbitrage domain for sub-SVIs via reparametrization

1 citations · 1 across the 3 of their papers we have counts for

collaborators
Showing 2023Show all

2 papers · 1 filter

q-fin.MF2023

Options are also options on options: how to smile with Black-Scholes

Claude Martini, Arianna Mingone

We observe that a European Call option with strike L>K can be seen as a Call option with strike L−K on a Call option with strike K. Under no arbitrage assumptions, this yie…

q-fin.RM2023

A closed form model-free approximation for the Initial Margin of option portfolios

Claude Martini, Arianna Mingone

Central clearing counterparty houses (CCPs) play a fundamental role in mitigating the counterparty risk for exchange traded options. CCPs cover for possible losses during the liqui…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.