Smiles & Smirks: A Tale of Factors
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Elsevier BV
Reference46 articles.
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2. Multivariate asset models using L�vy processes and applications;L Ballotta;The European Journal of Finance,2016
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4. Monte Carlo simulation of the CGMY process and option pricing;L Ballotta;Journal of Futures Markets,2014
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1. Additive normal tempered stable processes for equity derivatives and power-law scaling;Quantitative Finance;2021-12-07
2. Estimation of Multivariate Asset Models with Jumps;Journal of Financial and Quantitative Analysis;2018-09-28
3. Multivariate LLvy Models by Linear Combination: Estimation;SSRN Electronic Journal;2015
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