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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"Journal of mathematical finance"
~person:"Akpanibah, Edikan E."
~person:"Mariani, Francesca"
~person:"Nkansah-Gyekye, Yaw"
~subject:"Volatility"
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European financial management : the journal of the European Financial Management Association
Journal of mathematical finance
The journal of futures markets
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The analysis of real data using a multiscale stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
European financial management : the journal of the …
19
(
2013
)
1
,
pp. 153-179
Persistent link: https://www.econbiz.de/10009706264
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2
Some explicitly solvable SABR and multiscale SABR models : option pricing and calibration
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 10-32
Persistent link: https://www.econbiz.de/10010240231
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