Claudio Tebaldi
Author
Alternate names C. Tebaldi, Claudio Tebaldi
Institution Bocconi University
Past institutions Bocconi University, Institute for Economic Research, Pompeu Fabra University, University of Luxembourg, Fondation Pour la Recherche Sur la Biodiversité +5 more
ORCID: Yes
H-index: 18
I10-index: 31
Works count: 129
Citations count: 1,754
A multifactor volatility Heston model
2008 · José Da Fonseca, Martino Grasselli, et al. · Quantitative Finance
Option pricing when correlations are stochastic: an analytical framework
2007 · José Da Fonseca, Martino Grasselli, et al. · Review of Derivatives Research
Multifractal Scaling in the Bak-Tang-Wiesenfeld Sandpile and Edge Events
1999 · Claudio Tebaldi, Mario De Menech, et al. · Physical Review Letters