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Publications by Francesco Rapisarda

The Multivariate Mixture Dynamics: Consistent No-Arbitrage Single-Asset and Index Volatility Smiles

IISE Transactions
IndustrialManufacturing Engineering
2017English

A Case of Rare Diffuse Alveolar Hemorrhage and Review of Literature

Clinical Medicine Insights: Case Reports
Medicine
2017English

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Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash

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Generalized Arbitrage-Free SVI Volatility Surfaces

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Time-Varying Volatility in Canadian and U.S. Stock Index and Index Futures Markets: A Multivariate Analysis

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