Narrow search
Showing 1 - 3 of 3
Cover Image
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo; Fabozzi, Frank J. - In: Computational economics 46 (2015) 2, pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Cover Image
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
Cover Image
Adaptive radial basis function methods for pricing options under jump-diffusion models
Chan, Tat Lung - In: Computational economics 47 (2016) 4, pp. 623-643
Persistent link: https://www.econbiz.de/10011712485