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Giacomo Toscano
ORCID
Publication Activity (10 Years)
Years Active: 2024-2024
Publications (10 Years): 2
Top Topics
Fourier Spectrum
Monte Carlo
Series Expansion
Stock Price
Top Venues
Ann. Oper. Res.
Math. Comput. Simul.
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Publications
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Iacopo Raffaelli
,
Simone Scotti
,
Giacomo Toscano
Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S &P500 data.
Ann. Oper. Res.
336 (1-2) (2024)
Simona Sanfelici
,
Giacomo Toscano
The Fourier-Malliavin Volatility (FMVol) MATLAB® library.
Math. Comput. Simul.
226 (2024)