About Aarhus University
Elisa Nicolato
Associate Professor
Department of Economics and Business Economics
Fuglesangs Allé 4
building 2630, 109
8210 Aarhus V
Denmark
Phone: +4587164998
Profile
Associate Professor
Member of section: Accounting and Finance
Research Secretary: Pernille Vorsø Jachobsen
- Published
The short-time behavior of VIX-implied volatilities in a multifactor stochastic volatility framework
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
- Published
Orthogonal Expansions for VIX Options Under Affine Jump Diffusions
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
- Published
The Impact of Jump Distributions on the Implied Volatility of Variance
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Commodities and Commodity Derivatives, PhD course
Activity: Participating in or organising an event types › Participation in or organisation af a conference
PhD Course "Stochastic Processes in Financial Applications"
Activity: Participating in or organising an event types › Participation in or organisation of workshop, seminar or course
19th Annual Derivatives Securities and Risk Management Conference
Activity: Participating in or organising an event types › Participation in or organisation af a conference
ID: 32282300