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~accessRights:"free"
~person:"Bianchi, Michele Leonardo"
~subject:"ARCH model"
~subject:"CAPM"
~subject:"Volatility smile"
~subject:"volatility smile"
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Bianchi, Michele Leonardo
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Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
;
Rachev, …
-
Banca d'Italia
-
2014
time series and to fit the
volatility
smile
for exchange-traded options where the underlying is the main �Borsa Italianaï …
Persistent link: https://www.econbiz.de/10011099609
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