Nicola Fusari

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-8522-9896

Publications

• Asset Pricing with Cohort-Based Trading in MBS Markets — The Journal of Finance 2022 (name-matched, not ORCID-linked)
• Short-Term Market Risks Implied by Weekly Options — The Journal of Finance 2017 (name-matched, not ORCID-linked)
• Parametric Inference and Dynamic State Recovery From Option Panels — Econometrica 2015
• Realizing smiles: Options pricing with realized volatility — Journal of Financial Economics 2013 (name-matched, not ORCID-linked)
• Valuing Modularity as a Real Option — Management Science 2009 (name-matched, not ORCID-linked)