Miret Padovani

Vienna University of Economics and Business

Welthandelsplatz 1

Vienna, Wien 1020

Austria

  • Vienna University of Economics and Business

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Stochastic Volatility I: Heston Model: Analytics

Number of pages: 59 Posted: 28 Mar 2010 Last Revised: 21 Dec 2013
Paolo Vanini and Miret Padovani
University of Basel and Vienna University of Economics and Business
Downloads 879 (56,269)

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Stochastic Volatility, Heston Model, Fourier Theory, Complex Analysis, Pricing Equations, Generalized Functions

2.

An Intergenerational Cross-Country Swap

Swiss Finance Institute Research Paper No. 09-17
Number of pages: 35 Posted: 22 Apr 2009 Last Revised: 16 Apr 2010
Miret Padovani and Paolo Vanini
Vienna University of Economics and Business and University of Basel
Downloads 172 (353,225)

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Financial innovation, longevity risk, population ageing, old-age dependency ratio, growth risk, exponential-utility-based pricing, intergenerational risk-sharing, international risk-sharing