Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models
Crossref DOI link: https://doi.org/10.1007/s10614-016-9599-7
Published Online: 2016-06-23
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bianchi, Michele Leonardo
Rachev, Svetlozar T.
Fabozzi, Frank J.
License valid from 2016-06-23