Items where Author is "Vitiello, Luiz"
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Vich-Llompart, M Magdalena and Vitiello, Luiz (2025) Option pricing with a two-piece lognormal distribution. Finance Research Letters, 85 (D). p. 108120. DOI https://doi.org/10.1016/j.frl.2025.108120
Vitiello, Luiz and Poon, Ser-Huang (2022) Option pricing with random risk aversion. Review of Quantitative Finance and Accounting, 58 (4). pp. 1665-1684. DOI https://doi.org/10.1007/s11156-021-01034-8