The following pages link to Michele Leonardo Bianchi (Q257655):
Displayed 13 items.
- Discussion of `On simulation and properties of the stable law' by Devroye and James (Q257657) (← links)
- Catastrophic risks and the pricing of catastrophe equity put options (Q2051160) (← links)
- RIDING WITH THE FOUR HORSEMEN AND THE MULTIVARIATE NORMAL TEMPERED STABLE MODEL (Q2814666) (← links)
- CALIBRATING THE SMILE WITH MULTIVARIATE TIME-CHANGED BROWNIAN MOTION AND THE ESSCHER TRANSFORM (Q2874728) (← links)
- Tempered stable Ornstein– Uhlenbeck processes: A practical view (Q2965581) (← links)
- (Q3003679) (← links)
- (Q3083935) (← links)
- Multi-tail generalized elliptical distributions for asset returns (Q3161678) (← links)
- (Q3630262) (← links)
- (Q3633248) (← links)
- Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)
- Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs (Q5867418) (← links)
- Extracting implied volatilities from bank bonds (Q6077441) (← links)