Sfoglia per Autore
Fuzzy uncertainty in the Heston stochastic volatility model
2011 FIGA' TALAMANCA, Gianna; M. L., Guerra
ON AN IMPLICIT ASSESSMENT OF FUZZY VOLATILITY IN THE BLACK AND SCHOLES ENVIRONMENT
2012 Capotorti, Andrea; FIGA' TALAMANCA, Gianna
Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model
2012 FIGA' TALAMANCA, Gianna; Guerra, M. L.; Stefanini, L.
Implicit binary merging of different volatility estimates elicited through fuzzy numbers
2013 Capotorti, Andrea; FIGA' TALAMANCA, Gianna
On an implicit assessment of fuzzy volatility in the Black and Scholes environment
2013 Capotorti, Andrea; FIGA' TALAMANCA, Gianna
Smart Fuzzy Weighted Averages of Information Elicited through Fuzzy Numbers
2014 Capotorti, Andrea; FIGA' TALAMANCA, Gianna
A Statistical Test for the Heston Model
2014 FIGA' TALAMANCA, Gianna
Fuzzy option prices with different sources of information smartly averaged
2015 Capotorti, Andrea; FIGA' TALAMANCA, Gianna
Nonparametric Estimation of Energy and Commodity Price Processes
2015 FIGA' TALAMANCA, Gianna; Roncoroni, A.
A Generalized SMART Fuzzy Disjunction of Volatility Indicators Applied to Option Pricing in a Binomial Model
2016 Capotorti, Andrea; FIGA' TALAMANCA, Gianna
A Confidence-Based Model for Asset and Derivative Prices in the Bitcoin Market
2017 Cretarola, Alessandra; Figa-Talamanca, Gianna
A sentiment-based model for the BitCoin: theory, estimation and option pricing
2017 Cretarola, Alessandra; FIGA' TALAMANCA, Gianna; Patacca, Marco
Modeling Bitcoin Price and Bubbles
2018 Cretarola, Alessandra; FIGA' TALAMANCA, Gianna
A continuous time model for Bitcoin price dynamics
2018 Cretarola, Alessandra; FIGA' TALAMANCA, Gianna; Patacca, Marco
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics
2019 Bistarelli, Stefano; Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco
Is arbitrage possible in the bitcoin market? (Work-In-Progress Paper)
2019 Bistarelli, Stefano; Cretarola, Alessandra; Figà-Talamanca, Gianna; Mercanti, Ivan; Patacca, Marco
Does market attention affect Bitcoin returns and volatility?
2019 Figá-Talamanca, Gianna; Patacca, Marco
Two SMART Fuzzy Aggregation Operators
2019 Capotorti, Andrea; Figà-Talamanca, Gianna
Studying forward looking bubbles in Bitcoin/USD exchange rates
2019 Bistarelli, Stefano; Talamanca, Gianna Figá; Lucarini, Francesco; Mercanti, Ivan
Disentangling the relationship between Bitcoin and market attention measures
2019 Figà-Talamanca, Gianna; Patacca, Marco
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