C. Martini

发表

A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY

L. Denis, C. Martini, 2006, math/0607111.

The α-Hypergeometric Stochastic Volatility Model

Claude Martini, José Da Fonseca, C. Martini, 2016 .

The $\alpha$-Hypergeometric Stochastic Volatility Model

C. Martini, J. D. Fonseca, 2014, 1409.5142.

On VIX futures in the rough Bergomi model

Claude Martini, Antoine Jacquier, Aitor Muguruza, 2017, 1701.04260.

On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand

Claude Martini, C. Martini, 2000 .

The Term Structure of Implied Volatility in Symmetric Models with Applications to Heston

Claude Martini, C. Martini, S. De Marco, 2010 .

Revisiting the Implied Remaining Variance framework of Carr and Sun (2014): Locally consistent dynamics and sandwiched martingales

C. Martini, Iacopo Raffaelli, 2021, 2105.06390.

Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles

A. Jacquier, C. Martini, M. El Amrani, 2019, SSRN Electronic Journal.

On the support of extremal martingale measures with given marginals: the countable case

C. Martini, L. Campi, 2016, Advances in Applied Probability.