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~isPartOf:"International journal of theoretical and applied finance"
~person:"Bianchi, Michele Leonardo"
~subject:"Finanzmarkt"
~subject:"Kapitalmarkttheorie"
~subject:"Stochastic process"
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Bianchi, Michele Leonardo
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International journal of theoretical and applied finance
Bank of Italy Temi di Discussione (Working Paper)
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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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