Author/Creator: Recchioni, Maria Cristina - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Recchioni, Maria Cristina

1. Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model. Issue 8 (3rd August 2017)

Authors:: Recchioni, Maria Cristina; Sun, Yu; Tedeschi, Gabriele
Journal:: Quantitative finance
Issue:: Volume 17:Issue 8(2017)
Page Start:: 1257
Record Type:: Journal Article
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2. Fourier-Malliavin volatility estimation : theory and practice /: theory and practice. (2017)

Authors:: Mancino, Maria Elvira; Recchioni, Maria Cristina; Sanfelici, Simona
Record Type:: Book
Extent:: 1 online resource (x, 138 pages), color illustrations
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3. The Analysis of Real Data Using a Multiscale Stochastic Volatility Model. (27th January 2013)

Authors:: Fatone, Lorella; Mariani, Francesca; Recchioni, Maria Cristina; Zirilli, Francesco
Journal:: European financial management
Issue:: Volume 19:Number 1(2013:Jan.)
Page Start:: 153
Record Type:: Journal Article
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4. The Use of Statistical Tests to Calibrate the Black-Scholes Asset Dynamics Model Applied to Pricing Options with Uncertain Volatility. (21st May 2012)

Authors:: Fatone, Lorella; Mariani, Francesca; Recchioni, Maria Cristina; Zirilli, Francesco
Other Names:: Thavaneswaran A. Academic Editor.
Journal:: Journal of probability and statistics
Issue:: Volume 2012(2012)
Page Start:
Record Type:: Journal Article
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