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
Limit results for discretely observed stochastic volatility models with leverage effect
2008 FIGA' TALAMANCA, Gianna
Case-Study: Nonparametric Estimation of Jump-Diffusions
2008 FIGA' TALAMANCA, Gianna; Fusai, G.; Roncoroni, A.
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
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile