Michele Leonardo Bianchi

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 4

Top Topics

Black Scholes Model

Scientific Literature

Top Venues

Commun. Stat. Simul. Comput.

Stat. Methods Appl.

Comput. Manag. Sci.

Publications

Michele Leonardo Bianchi
Text mining arXiv: a look through quantitative finance papers. CoRR (2024)
Michele Leonardo Bianchi
Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs. Commun. Stat. Simul. Comput. 51 (7) (2022)
Massimo Arnone, Michele Leonardo Bianchi, Anna Grazia Quaranta, Gian Luca Tassinari
Catastrophic risks and the pricing of catastrophe equity put options. Comput. Manag. Sci. 18 (2) (2021)
Michele Leonardo Bianchi, Svetlozar T. Rachev, Frank J. Fabozzi
Tempered stable Ornstein- Uhlenbeck processes: A practical view. Commun. Stat. Simul. Comput. 46 (1) (2017)
Michele Leonardo Bianchi, Frank J. Fabozzi
Discussion of 'on simulation and properties of the stable law' by Devroye and James. Stat. Methods Appl. 23 (3) (2014)