TEBALDI, Claudio

TEBALDI, Claudio  

DIPARTIMENTO DI SCIENZE ECONOMICHE  

Mostra records
Risultati 1 - 9 di 9 (tempo di esecuzione: 0.047 secondi).
Titolo Data di pubblicazione Autore(i) File
A Multi-factor Volatility Heston Model 1-gen-2006 Josè Da, Fonseca; Martino, Grasselli; Tebaldi, Claudio
A multifractal model for volatily fluctuations in financial time series 1-gen-1999 Rossi, Francesco; Roveda, Alberto; Tebaldi, Claudio
Affine Jump Diffusion Models 1-gen-2004 Tebaldi, Claudio
Bond price and Impulse-Response Function for the Balduzzi, Das, Foresi and Sundaram (1996) model 1-gen-2004 Tebaldi, Claudio; M., Grasselli
Estimation Risk Measurament Through Principal Component Analysis and Random Matrix Theory 1-gen-2002 Tebaldi, Claudio; Rossi, Francesco
HEDGING USING SIMULATION: A LEAST SQUARES APPROACH. 1-gen-2005 Tebaldi, Claudio
On the relation between the Stochastic Jacobian and the Riccati ODE in Affine Term Structure Models 1-gen-2004 Tebaldi, Claudio; Martino, Grasselli
Solvable Affine Term Structure Models 1-gen-2004 Tebaldi, Claudio; Grasselli, M.
Tests on multiscale forecasting models 1-gen-1999 Berardi, Andrea; Roveda, Alberto; Tebaldi, Claudio