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~isPartOf:"Economic notes : economic review of Banca Monte dei Paschi di Siena"
~isPartOf:"The review of financial studies"
~person:"Barone-Adesi, Giovanni"
~person:"Yoshida, Nakahiro"
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Barone-Adesi, Giovanni
Yoshida, Nakahiro
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Economic notes : economic review of Banca Monte dei Paschi di Siena
The review of financial studies
Research paper series / Swiss Finance Institute
12
Journal of banking & finance
2
Swiss Finance Institute Research Paper
2
Applied mathematical finance
1
European financial management : the journal of the European Financial Management Association
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Finance : revue de l'Association Française de Finance
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
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Global finance journal
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Review of Financial Studies, 2008
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Rodney L. White Center for Financial Research
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Numerical analysis of volatility change point estimators for discretely sampled stochastic differential equations
Iacus, Stefano Maria
;
Yoshida, Nakahiro
- In:
Economic notes : economic review of Banca Monte dei …
39
(
2010
)
1/2
,
pp. 107-127
Persistent link: https://www.econbiz.de/10008826253
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2
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
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3
Managing electricity risk
Barone-Adesi, Giovanni
;
Gigli, Andrea
- In:
Economic notes : economic review of Banca Monte dei …
32
(
2003
)
2
,
pp. 283-294
Persistent link: https://www.econbiz.de/10001790812
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