Sfoglia per Autore
Introduction to the Theory of Stochastic Processes
1995 Barzanti, L.; Becchere, G.; Bosetto, E.; Busnello, B.; Capotorti, Andrea; FIGA' TALAMANCA, Gianna; Pierno, S.; Roncoroni, A.; Sabatti, C.; Varin, P.
Explaining option prices via stochastic volatility models: an empirical comparison
1999 FIGA' TALAMANCA, Gianna; Guerra, M. L.
Complete models with stochastic volatility: empirical evidence
2000 FIGA' TALAMANCA, Gianna; Guerra, M. L.
The informational content of underlying stock data and implied volatility for the calibration of a stochastic volatility model
2000 FIGA' TALAMANCA, Gianna
Towards a coherent volatility pricing model: an empirical comparison
2000 FIGA' TALAMANCA, Gianna; Guerra, M. L.
Testing dependence in the tails with EVT and VaR applications
2001 FIGA' TALAMANCA, Gianna; Bellini, F.
Implementing a stochastic volatility model: stability and robustness in parameter estimation
2002 FIGA' TALAMANCA, Gianna
Which input in the calibration of a stochastic volatility model?
2003 FIGA' TALAMANCA, Gianna
Endogenous stochastic volatility: calibration issues and option pricing
2004 FIGA' TALAMANCA, Gianna; Guerra, M. L.
Some results on the calibration of stochastic volatility models
2004 FIGA' TALAMANCA, Gianna
Detecting and Modelling Tail Dependence
2004 Bellini, F.; FIGA' TALAMANCA, Gianna
Runs test for assessing volatility forecastability in financial time series
2005 Bellini, F.; FIGA' TALAMANCA, Gianna
Fitting prices with a complete model
2006 FIGA' TALAMANCA, Gianna; Guerra, M. L.
Conditional Tail Behavior and Value at Risk
2007 Bellini, F.; FIGA' TALAMANCA, Gianna
Case-Study: Nonparametric Estimation of Jump-Diffusions
2008 FIGA' TALAMANCA, Gianna; Fusai, G.; Roncoroni, A.
Limit results for discretely observed stochastic volatility models with leverage effect
2008 FIGA' TALAMANCA, Gianna
Path Properties of simulation schemes for the Heston stochastic volatility model
2009 FIGA' TALAMANCA, Gianna
Fuzzy option value with stochastic volatility models
2009 Guerra, M. L.; FIGA' TALAMANCA, Gianna
Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model
2009 FIGA' TALAMANCA, Gianna
Uncertain parameters as fuzzy numbers in option pricing models
2010 FIGA' TALAMANCA, Gianna; M. L., Guerra
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