Author:
Bianchi Michele Leonardo,Fabozzi Frank J.
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Reference50 articles.
1. Amadei, L., Di Rocco, S., Gentile, M., Grasso, R., & Siciliano, G. (2011). Credit default swaps: Contract characteristics and interrelations with the bond market. Discussion Papers: Consob, n. 1.
2. Barndorff-Nielsen, O. E. (1997). Processes of normal inverse Gaussian type. Finance and Stochastics, 2(1), 41–68.
3. Barndorff-Nielsen, O. E., & Shephard, N. (2001). Non-Gaussian Ornstein–Uhlenbeck based models and some of their uses in financial economics. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 63(2), 167–241.
4. Bhar, R. (2010). Stochastic filtering with applications in finance. Singapore: World Scientific.
5. Bianchi, M. L., Rachev, S. T., & Fabozzi, F. J. (2013). Tempered stable Ornstein-Uhlenbeck processes: A practical view. Working Paper, Bank of Italy, n. 912.
Cited by
11 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献