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  • F. Caravenna and J. Corbetta The asymptotic smile of a multiscaling stochastic volatility model Preprint (2015) PDF - arXiv ]
  • F. Caravenna and J. Corbetta General smile asymptotics with bounded maturity Preprint (2014) PDF - arXiv ]

Articles and Proceedings

Note: Copyright for the published version is with the publishers of the respective journal.

Book   Italian Flag

  • F. Caravenna, P. Dai Pra Probabilità. Un'introduzione attraverso modelli e applicazioni. UNITEXT - La matematica per il 3+2. Springer-Verlag Italia, Milano (2013). Book page - Springer website ]

Other Stuff

Selected Slides

  • Polynomial chaos and scaling limits of disordered systems Talk given on March 19, 2015 at the Probability Seminar, ENS Lyon (F). PDF ]
  • The continuum disordered pinning model Talk given on July 28, 2014 at the SPA 2014 Conference, Buenos Aires (AR). PDF ]
  • Scaling and universality in probability Talk given on March 13, 2014 at the Mathematical Colloquium, University of Leiden (NL). PDF ]
  • Scaling limits and universality for random pinning models Talk given on September 12, 2013 at the 15th Italian Meeting on Hyperbolic Equations, University of Milano-Bicocca. PDF ]
  • Scaling limits and universality for random pinning models Talk given on August 9, 2013 at the Workshop Universality and Scaling Limits in Probability and Statistical Mechanics, Hokkaido University, Sapporo (JP). PDF ]
  • Scaling and multiscaling in financial series: a simple model Talk given on March 12, 2012 at the Department of Mathematics, University of Modena and Reggio Emilia (I). PDF ]
  • The weak coupling limit of disordered copolymer models Talk given on February 15, 2011 at the Workshop on Interacting Processes in Random Environments, Fields Instutute, Toronto (CDN). PDF ]
  • A polymer in a multi-interface medium Talk given on December 16, 2010 at the Institute for Applied Mathematics, University of Bonn (D) PDF ]
  • Pinning and wetting transition for (1+1)-dimensional fields with Laplacian interaction Talk given on June 11, 2008 at the University of Warwick (GB) PDF ]
  • Italian FlagModelli di polimeri e passeggiate aleatorie Talk given on September 26, 2007 at the XVIII Congress of the Italian Mathematical Union in Bari (I) PDF ]
  • On the phase diagram of random copolymers at selective interfaces Talk given on June 22, 2007 at Eurandom in Eindhoven (NL) PDF ]
A photo of me - by Noemi Kurt