7 citations · 7 across the 1 of their papers we have counts for
2 papers
q-fin.PR2012
Smiles all around: FX joint calibration in a multi-Heston model
Alvise De Col, Alessandro Gnoatto, Martino Grasselli
We introduce a novel multi-factor Heston-based stochastic volatility model, which is able to reproduce consistently typical multi-dimensional FX vanilla markets, while retaining th…
cond-mat.supr-con2006★ 7 cited
Density functional theory of vortex lattice melting in layered superconductors: a mean-field--substrate approach
A. De Col, G. I. Menon, G. Blatter
We study the melting of the pancake vortex lattice in a layered superconductor in the limit of vanishing Josephson coupling. Our approach combines the methodology of a recently pro…