The following pages link to Gabriele Tedeschi (Q1657454):
Displaying 6 items.
- A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
- From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157) (← links)
- Interaction in agent-based economics: a survey on the network approach (Q1782628) (← links)
- The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
- Business fluctuations in a behavioral switching model: gridlock effects and credit crunch phenomena in financial networks (Q2191454) (← links)
- Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model (Q4555139) (← links)
