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person:"Krolzig, Hans-Martin"
~isPartOf:"Computational economics"
~person:"Doğan, Osman"
~person:"Fabozzi, Frank J."
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Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
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