Sfoglia per Autore
Un Modello Trinomiale per la Valutazione di Opzioni Lookback
1995-01-01 Costabile, Massimo
Pricing barrier options with exponential stopping times
1999-01-01 Costabile, Massimo
La valutazione di opzioni implicite nei mutui bancari
2001-01-01 Consiglio, A; Costabile, Massimo; Mari, C; Massabo', I.
A discrete-time algorithm for pricing double barrier options
2001-01-01 Costabile, Massimo
Extending the Cox-Ross-Rubinstein algorithm for pricing options with exponential boundaries
2002-01-01 Costabile, Massimo
A combinatorial approach for pricing Parisian options
2002-01-01 Costabile, Massimo
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
Equity-linked endowment policies with or without embedded surrender options
2006-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
On pricing lookback options under the CEV process
2006-01-01 Costabile, Massimo
An adjusted binomial model for pricing Asian options
2006-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS
2007-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
“A lattice model for pricing equity linked policies with embedded surrender options”
2007-01-01 Costabile, M; Massabo', Ivar; Russo, Emilio
A Lattice based model for pricing equity-linked policies with embedded surrender options
2007-01-01 Costabile, Massimo; Massabo', I; Russo, E.
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
“A binomial model for valuing equity-linked policies embedding surrender options”
2008-01-01 Costabile, M; Massabò, I; 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 Binomial Model for Valuing Equity-Linked Policies embedding Surrender Options
2008-01-01 Costabile, Massimo; Massabo', I; Russo, E.
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