Gian Luca Tassinari

Available identifiers

Publication	Date of Publication	Type
Estimation for multivariate normal rapidly decreasing tempered stable distributions	2024-06-11	Paper
Extracting implied volatilities from bank bonds	2023-09-25	Paper
Catastrophic risks and the pricing of catastrophe equity put options	2021-11-24	Paper
Forward-looking portfolio selection with multivariate non-Gaussian models	2020-12-07	Paper
Valuation of collateralized funds of hedge fund obligations: a basket option pricing approach	2018-12-13	Paper
Riding with the four horsemen and the multivariate normal tempered stable model	2016-06-22	Paper
Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform	2014-08-08	Paper
Pricing equity and debt tranches of collateralized funds of hedge fund obligations: an approach based on stochastic time change and Esscher-transformed martingale measure	2014-03-04	Paper

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