Items where Author is "Tedeschi, G."
Article
Recchioni, C., Iori, G. 
ORCID: 0000-0001-9443-9353, Tedeschi, G. & Ouellette, M. S. (2021).
The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications.
European Journal of Operational Research, 293(1),
pp. 336-360.
doi: 10.1016/j.ejor.2020.11.050
Tedeschi, G., Iori, G. & Gallegati, M. (2012). Herding effects in order driven markets: The rise and fall of gurus. Journal of Economic Behavior and Organization, 81(1), pp. 82-96. doi: 10.1016/j.jebo.2011.09.006
Tedeschi, G., Iori, G. & Gallegati, M. (2009). The role of communication and imitation in limit order markets. European Physical Journal B (The), 71(4), pp. 489-497. doi: 10.1140/epjb/e2009-00337-6
Monograph
Iori, G. & Tedeschi, G. (2010). Herding effects in order driven markets: The rise and fall of gurus (10/05). London, UK: Department of Economics, City University London.
Working Paper
Recchioni, M. C., Tedeschi, G., Ouellette, M. S. & Iori, G. ORCID: 0000-0001-9443-9353 (2019).
Why do financial markets asymmetrically smile? A simple formula in the multi-factor Heston model.
City, University of London.