XVII Workshop on Quantitative Finance -- Session on VOLATILITY (Sala Azzurra)

Parallel Sessions

28 January 2016 - 28 January 2016

Current List of Participants (See Documents)

[table view]

Elyas Elyasiani

Communication: Towards a skewness index for the Italian stock market

Luca Gambarelli

Communication: Towards a skewness index for the Italian stock market

Gaetano La Bua

Communication: A Hybrid SLV model with Multifactor Stochastic Volatility

Silvia Muzzioli

Communication: Towards a skewness index for the Italian stock market

Claudio Pacati

Communication: Smiling twice: The Heston++ model

Gabriele Pompa

IMT Lucca
Communication: Smiling twice: The Heston++ model

Roberto Renò

Communication: Smiling twice: The Heston++ model