Sfoglia per Autore
On the covering dimension of the set of solutions of some nonlinear equations
1986-01-01 Massabo', Ivar; P. M., Fitzpatrick; J., Pejsachowicz
Degree Theory for equivariant maps, the general S1-Action
1992-01-01 Massabo', Ivar; Jorge, Ize; Alfonso, Vignoli
La Valutazione di Opzioni Implicite nei Mutui Bancari
2000-01-01 Massabo', Ivar; M., Costabile; C., Mari
Non Gaussian Distribution for VaR Calculation: An Assessment for the Italian Market
2001-01-01 Massabo', Ivar; A., Consiglio; S., Ortobelli
Value at Risk:" oltre la normale"
2002-01-01 Consiglio, A; Massabo', Ivar; Ortobelli, S.
An adjusted binomial model for pricing European Asian options
2004-01-01 Costabile, M; Massabo', I; Russo, Emilio
A Binomial Model for Pricing American-Style Average Options with and without Reset Features
2005-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
An adjusted binomial model for pricing Asian options
2006-01-01 Costabile, M; Massabo', I; Russo, Emilio
An adjusted binomial model for pricing Asian options
2006-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
Equity-linked endowment policies with or without embedded surrender options
2006-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS
2007-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes
2007-01-01 Staino, Alessandro; Ortobelli, S; Massabo', Ivar
A Lattice based model for pricing equity-linked policies
2007-01-01 Costabile, M; Massabo', Ivar; Russo, E.
A binomial model for valuing equity-linked policies embedding surrender options. Convegno AMASES. 3-6 settembre 2007
2007-01-01 Costabile, M; Massabo', Ivar; Russo, E.
On computing stock price greeks with lattice based models
2007-01-01 Costabile, M; Massabo', Ivar
“A lattice model for pricing equity linked policies with embedded surrender options”
2007-01-01 Costabile, M; Massabo', Ivar; Russo, Emilio
A Binomial Model for Valuing Equity-linked Policies Embedding Surrender Options
2008-01-01 Costabile, M; Massabo', Ivar; Russo, E.
“On pricing European arithmetic average reset options with multiple reset date in a lattice framework”
2008-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
“On pricing arithmetic average reset options with multiple reset date in a lattice framework”
2008-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A lattice model for pricing interest-sensitive claims in a HJM framework
2009-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile