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Search: person:"Bianchi, Michele Leonardo"
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Option pricing theory
14
Optionspreistheorie
14
Statistical distribution
12
Statistische Verteilung
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11
Stochastic process
11
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tempered stable distribution
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English
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Bianchi, Michele Leonardo
67
Fabozzi, Frank J.
38
Kim, Young Shin
23
Rachev, Svetlozar T.
16
Račev, Svetlozar T.
12
Tassinari, Gian Luca
8
Mitov, Ivan
7
Chiabrera, Agostino
5
Miele, Maria Grazia
4
Bofondi, Marcello
3
Panetta, Fabio
3
Rachev, Svetlozar
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Sabbatini, Roberto
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Zollino, Francesco
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Borselli, Fabrizio
2
Bulligan, Guido
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Buoncompagni, Alessandro
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Carpinelli, Luisa
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Columba, Francesco
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Fabrizi, Cristina
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Focardi, Sergio M.
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Gola, Carlo
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Höchstötter, Markus
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Kring, Sebastian
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Signoretti, Federico Maria
2
Sorrentino, Alberto Maria
2
Stoyanov, Stoyan V.
2
Yang, Yifan
2
Alessio d�Ignazio
1
Arnone, Massimo
1
BIANCHI, MICHELE LEONARDO
1
Blasio, Guido de
1
Cappabianca, Mari
1
Cappabianca, Mario
1
Chung, Dong Myung
1
D'Ignazio, Alessio
1
De Luca, Giovanni
1
Loddo, Mariano
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Massaro, Paolo
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Quaranta, Anna Grazia
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Banca d'Italia
7
Fakultät für Wirtschaftswissenschaften, Karlsruhe Institut für Technologie
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Bank of Italy Temi di Discussione (Working Paper)
5
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2
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2
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2
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Econometrics Journal
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International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of forecasting
1
Journal of financial engineering
1
Journal of financial services research
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New developments in financial modelling
1
Notes on financial stability and supervision
1
Risk assessment : decisions in banking and finance
1
Risk management : an international journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Frank J. Fabozzi series
1
The econometrics journal
1
The journal of asset management
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of portfolio management : JPM
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World Scientific handbook in financial economics series
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World scientific handbook in financial economics series
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Yale ICF Working Paper
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ECONIS (ZBW)
44
RePEc
16
BASE
3
EconStor
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OLC EcoSci
2
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1
Un'analisi dei titoli di debito emessi e collocati in Italia
Bianchi, Michele Leonardo
;
Massaro, Paolo
- In:
Notes on financial stability and supervision
(
2024
)
39
,
pp. 1-22
Persistent link: https://www.econbiz.de/10015049761
Saved in:
2
Extracting implied volatilities from bank bonds
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1177-1197
Persistent link: https://www.econbiz.de/10014321670
Saved in:
3
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
4
Assessing and forecasting the market risk of bank securities holdings : a data-driven approach
Bianchi, Michele Leonardo
- In:
Risk management : an international journal
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014372886
Saved in:
5
Fat and heavy tails in asset management
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
The journal of portfolio management : JPM
49
(
2023
)
7
,
pp. 236-263
Persistent link: https://www.econbiz.de/10014308122
Saved in:
6
Exploring the systemic risk of domestic banks with ΔCoVaR and elastic-net
Bianchi, Michele Leonardo
;
Sorrentino, Alberto Maria
- In:
Journal of financial services research
62
(
2022
)
1/2
,
pp. 127-141
Persistent link: https://www.econbiz.de/10013443858
Saved in:
7
Catastrophic risks and the pricing of catastrophe equity put options
Arnone, Massimo
;
Bianchi, Michele Leonardo
;
Quaranta, …
- In:
Computational management science
18
(
2021
)
2
,
pp. 213-237
Persistent link: https://www.econbiz.de/10012543401
Saved in:
8
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
Saved in:
9
Measuring CoVaR : an empirical comparison
Bianchi, Michele Leonardo
;
Sorrentino, Alberto Maria
- In:
Computational economics
55
(
2020
)
2
,
pp. 511-528
Persistent link: https://www.econbiz.de/10012223647
Saved in:
10
Forward-looking portfolio selection with multivariate non-Gaussian models
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1645-1661
Persistent link: https://www.econbiz.de/10012295628
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