Search Results - Legnazzi, Chiara

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    WTI crude oil option implied VaR and CVaR: An empirical application

    WTI crude oil option implied VaR and CVaR: An empirical application by Barone‐Adesi, Giovanni, Finta, Marinela Adriana, Legnazzi, Chiara, Sala, Carlo

    Published in Journal of forecasting
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  2. 2
    Option‐implied risk measures: An empirical examination on the S&P 500 index

    Option‐implied risk measures: An empirical examination on the S&P 500 index by Barone‐Adesi, Giovanni, Legnazzi, Chiara, Sala, Carlo

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