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Temi di discussione / Banca d'Italia
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Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Leonardo Bianchi, Michele
;
Fabozzi, Frank J.
;
Račev, …
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2014
Persistent link: https://www.econbiz.de/10010414284
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Tempered stable Ornstein-Uhlenbeck processes : a practical view
Bianchi, Michele Leonardo
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Račev, Svetlozar T.
; …
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2013
Persistent link: https://www.econbiz.de/10010351148
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