TASSINARI, GIAN LUCA
TASSINARI, GIAN LUCA
DIPARTIMENTO DI SCIENZE AZIENDALI
Ricercatori a tempo determinato
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Risultati 1 - 11 di 11 (tempo di esecuzione: 0.057 secondi).
A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance
2022 Bianchi M.L.; Hitaj A.; Tassinari G.L.
Calibrating the smile with multivariate time-changed brownian motion and the esscher transform
2014 Tassinari G.L.; Bianchi M.L.
Catastrophic risks and the pricing of catastrophe equity put options
2021 Arnone M.; Bianchi M.L.; Quaranta A.G.; Tassinari G.L.
Estimation for multivariate normal rapidly decreasing tempered stable distributions
2023 Bianchi, ML; Tassinari, GL
Extracting implied volatilities from bank bonds
2023 Bianchi M.L.; Tassinari G.L.
Fat and Heavy Tails in Asset Management
2023 Bianchi M.L.; Tassinari G.L.; Fabozzi F.J.
Forward-looking portfolio selection with multivariate non-Gaussian models
2020 Bianchi M.L.; Tassinari G.L.
Handbook of heavy-tailed distributions in asset management and risk management
2019 Bianchi M.L.; Stoyanov S.V.; Tassinari G.L.; Fabozzi F.J.; Focardi S.M.
RIDING with the FOUR HORSEMEN and the MULTIVARIATE NORMAL TEMPERED STABLE MODEL
2016 Bianchi M.L.; Tassinari G.L.; Fabozzi F.J.
tassinari g l, corradi c (2013). Pricing equity and debt tranches of collateralized funds of hedge fund obligations: An approach based on stochastic time change and Esscher-transformed martingale measure. QUANTITATIVE FINANCE, vol. 13, p. 1991-2010, ISSN: 1469-7696
2013 tassinari g l; corradi c
Valuation of collateralized funds of hedge fund obligations: A basket option pricing approach
2014 Tassinari G.L.; Corradi C.