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Elisa Alòs is an associate professor in the Department of Economics and Business at the Universitat Pompeu Fabra (Barcelona). She holds a Ph.D. in Mathematics from University of Barcelona, with a dissertation based on Malliavin Calculus techniques applied to the study of stochastic integral equations.
Her research relies on the applications of stochastic analysis in mathematical finance. In particular, it is focused on the application of Malliavin calculus techniques and the use of fractional noises in market modeling. Her main published results are related to the construction of closed-form approximation formulas for option prices for vanilla and exotic options, as well as with the analytical study of the properties of models (as for example, the analytical study of the implied volatility skew for stochastic volatility models).