Publications by the researcher in collaboration with Gabriele Fiorentini (3)

2002

  1. Estimation and empirical performance of Heston's stochastic volatility model: The case of a thinly traded market

    Journal of Empirical Finance, Vol. 9, Núm. 2, pp. 225-255

2000

  1. Short-term options with stochastic volatility: estimation and empirical performance

    Working papers = Documentos de trabajo: Serie AD

1999

  1. La estimación diaria de la prima de riesgo de la volatilidad

    Revista española de financiación y contabilidad, Núm. 100, pp. 89-110