Michele L. Bianchi

According to our database, Michele L. Bianchi authored at least 7 papers between 2014 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance.

Michele Leonardo Bianchi, Asmerilda Hitaj, Gian Luca Tassinari

Ann. Oper. Res., September, 2025

2024

Text mining arXiv: a look through quantitative finance papers.

Michele Leonardo Bianchi

CoRR, 2024

2022

Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs.

Michele Leonardo Bianchi

Commun. Stat. Simul. Comput., 2022

2021

Catastrophic risks and the pricing of catastrophe equity put options.

Massimo Arnone, Michele Leonardo Bianchi, Anna Grazia Quaranta, Gian Luca Tassinari

Comput. Manag. Sci., 2021

2017

Tempered stable Ornstein- Uhlenbeck processes: A practical view.

Michele Leonardo Bianchi, Svetlozar T. Rachev, Frank J. Fabozzi

Commun. Stat. Simul. Comput., 2017

2016

Disentangling the Information Content of Government Bonds and Credit Default Swaps: An Empirical Analysis on Sovereigns and Banks.

Michele L. Bianchi, Marco Rocco

Frontiers Appl. Math. Stat., 2016

2014

Discussion of 'on simulation and properties of the stable law' by Devroye and James.

Michele Leonardo Bianchi, Frank J. Fabozzi

Stat. Methods Appl., 2014