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~person:"Leonardo Bianchi, Michele"
~person:"Menn, Christian"
~subject:"Derivative"
~subject:"Volatilität"
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Leonardo Bianchi, Michele
Menn, Christian
Račev, Svetlozar T.
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Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Leonardo Bianchi, Michele
;
Fabozzi, Frank J.
;
Račev, …
-
2014
Persistent link: https://www.econbiz.de/10010414284
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2
Smoothly truncated stable distributions, GARCH-models, and option pricing
Menn, Christian
;
Račev, Svetlozar T.
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 411-438
Persistent link: https://www.econbiz.de/10003858257
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