Indirect estimation of a-stable distributions and processes (Download: 243 Kb - English) With Giorgio Calzolari
GARCH-based Volatility Forecasts for Implied Volatility Indices
(Download: 151 Kb - English) Presented at the third workshop on Mathematical Finance - February 1, 2002 - Verona - Italy With Massimiliano Cecconi and Giampiero M. Gallo