Arturo Leccadito

Financial Risk Modeling with Markov Chains

Sergio Ortobelli Lozza, Gaetano Iaquinta, Arturo Leccadito, 2006, IDEAL.

Evaluating the accuracy of value-at-risk forecasts: New multilevel tests

Giovanni Urga, Arturo Leccadito, Simona Boffelli, 2014 .

Multilevel and Tail Risk Management

Lynda Khalaf, Giovanni Urga, Arturo Leccadito, 2020 .

Option pricing under regime-switching jump-diffusion models

Massimo Costabile, Arturo Leccadito, Emilio Russo, 2014, J. Comput. Appl. Math..