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isPartOf:"MPRA Paper"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of financial markets"
~person:"Bianchi, Michele Leonardo"
~subject:"CAPM"
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Bianchi, Michele Leonardo
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MPRA Paper
International journal of theoretical and applied finance
Journal of financial economics
Journal of financial markets
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ECONIS (ZBW)
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Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
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Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform
Tassinari, Gian Luca
;
Bianchi, Michele Leonardo
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010391513
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