A spectral estimation of tempered stable stochastic volatility models and option pricing. - Junye Li 001; Carlo Favero; Fulvio Ortu (Comput. Stat. Data Anal., 2012)

On horizon-consistent mean-variance portfolio allocation. - Simone Cerreia-Vioglio; Fulvio Ortu; Francesco Rotondi; Federico Severino (Ann. Oper. Res., 2024)