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~subject:"Credit risk"
~subject:"Option pricing theory"
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Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
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2
Adaptive radial basis function methods for pricing options under jump-diffusion models
Chan, Tat Lung
- In:
Computational economics
47
(
2016
)
4
,
pp. 623-643
Persistent link: https://www.econbiz.de/10011712485
Saved in:
3
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
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