Statistics
Publications
35
Citations
1.4K
H-Index
21
Active since
1998
Andrea Pallavicini is an author at Imperial College London specializing in financial economics, finance, and business.
Publications per year
1998–2020
35
35
Rough volatility: Evidence from option prices
Giulia Livieri, Saad Mouti, Andrea Pallavicini et al. · IISE Transactions · 2018 · 94 citations · Full text
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