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Discrete volatility calibration for callable swaps : a model comparison
Corelli, Angelo - In: International journal of financial markets and derivatives 2 (2011) 4, pp. 258-264
Persistent link: https://www.econbiz.de/10009528842
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GARCH volatilities applied to an asset selection algorithm : the case of fixed income markets
Corelli, Angelo - In: International journal of bonds and derivatives 4 (2018) 1, pp. 52-62
Persistent link: https://www.econbiz.de/10012253412
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Chapter 7 High-frequency Data
Corelli, Angelo - 2019
Persistent link: https://www.econbiz.de/10015091643
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Chapter 2 Financial Markets and Volatility
Corelli, Angelo - 2019
Persistent link: https://www.econbiz.de/10015091648