Concepedia

Candia Riga

CR

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Publications

1

Citations

43

H-Index

1

Active since

2013

Affiliations

Scuola Normale Superiore(Current)

Candia Riga is an author at Scuola Normale Superiore specializing in functional analysis, volatility modeling, and probability theory.

Top concepts

BusinessEngineeringProbabilityAsset PricingOption PricingJump DiffusionsSpectral TheoryFunctional AnalysisVolatility ModelingMultivariate Stochastic Volatility

Publications per year

2013–2013

1

Publications

1

Adjoint Expansions in Local Lévy Models

Stefano Pagliarani, Andrea Pascucci, Candia Riga · SIAM Journal on Financial Mathematics · 2013 · 43 citations

Spectral Theory, Option Pricing, Multivariate Stochastic Volatility +14

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