Discussion of 'on simulation and properties of the stable law' by Devroye and James. - Michele Leonardo Bianchi; Frank J. Fabozzi (Stat. Methods Appl., 2014)

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)

Tempered stable Ornstein- Uhlenbeck processes: A practical view. - Michele Leonardo Bianchi; Svetlozar T. Rachev; Frank J. Fabozzi (Commun. Stat. Simul. Comput., 2017)

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)

Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs. - Michele Leonardo Bianchi (Commun. Stat. Simul. Comput., 2022)

Text mining arXiv: a look through quantitative finance papers. - Michele Leonardo Bianchi (CoRR, 2024)