Michele Leonardo Bianchi

From MaRDI portal
Person:257655

Available identifiers

zbMath Open bianchi.michele-leonardoMaRDI QIDQ257655

List of research outcomes





PublicationDate of PublicationType
Estimation for multivariate normal rapidly decreasing tempered stable distributions2024-06-11Paper
Extracting implied volatilities from bank bonds2023-09-25Paper
Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs2022-09-14Paper
Catastrophic risks and the pricing of catastrophe equity put options2021-11-24Paper
Forward-looking portfolio selection with multivariate non-Gaussian models2020-12-07Paper
Tempered stable Ornstein– Uhlenbeck processes: A practical view2017-03-03Paper
Riding with the four horsemen and the multivariate normal tempered stable model2016-06-22Paper
Discussion of `On simulation and properties of the stable law' by Devroye and James2016-03-17Paper
Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform2014-08-08Paper
https://portal.mardi4nfdi.de/entity/Q30036792011-05-30Paper
https://portal.mardi4nfdi.de/entity/Q30839352011-03-14Paper
Multi-tail generalized elliptical distributions for asset returns2010-10-15Paper
https://portal.mardi4nfdi.de/entity/Q36332482009-06-18Paper
https://portal.mardi4nfdi.de/entity/Q36302622009-06-03Paper

Research outcomes over time

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