Ludovico Perissinotto

University of Verona, Department of Economics and Veneto Banca Holding

Via dell'Artigliere, 8

Verona, 37129

Italy

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Scholarly Papers (1)

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A 'Coherent State Transform' Approach to Derivative Pricing

International Journal of Theoretical and Applied Finance
Posted: 25 Apr 2010 Last Revised: 03 May 2010
Claudio Tebaldi and Ludovico Perissinotto
Bocconi University - CAREFIN - Centre for Applied Research in Finance and University of Verona, Department of Economics and Veneto Banca Holding

Abstract:

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Coherent states, affine jump diffusion, Lie groups, Lie algebras