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Titolo Data di pubblicazione Autore(i) File
An adjusted binomial model for pricing European Asian options 1-gen-2004 Costabile, M; Massabo', I; Russo, Emilio
ON THE MARKOVIAN BEHAVIOR OF ASSET RETURNS 1-gen-2005 Leccadito, Arturo; ORTOBELLI LOZZA, Sergio; Russo, Emilio
Portfolio Selection, VaR and CVaR models with Markov Chains 1-gen-2005 Leccadito, Arturo; Ortobelli, Sergio; Russo, Emilio
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 1-gen-2005 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
“Portfolio Selection, VaR and CVaR models with Markov Chains” 1-gen-2005 Leccadito, A; Ortobelli, S; Russo, Emilio
Financial Risk Modeling with Markov Chains 1-gen-2006 Leccadito, Arturo; Ortobelli, S; Russo, Emilio; Iaquinta, G.
An adjusted binomial model for pricing Asian options 1-gen-2006 Costabile, M; Massabo', I; Russo, Emilio
“A BINOMIAL MODEL FOR PRICING AMERICAN-STYLE AVERAGE OPTIONS WITH RESET FEATURES” 1-gen-2006 Costabile, M; Massabò, I; Russo, Emilio
Equity-linked endowment policies with or without embedded surrender options 1-gen-2006 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
An adjusted binomial model for pricing Asian options 1-gen-2006 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 1-gen-2007 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
“A lattice model for pricing equity linked policies” 1-gen-2007 Costabile, M; Massabò, I; Russo, Emilio
Portfolio Selection and Risk Management with Markov Chains 1-gen-2007 Leccadito, Arturo; Ortobelli, S; Russo, Emilio
A Lattice based model for pricing equity-linked policies with embedded surrender options 1-gen-2007 Costabile, Massimo; Massabo', I; Russo, E.
An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market 1-gen-2007 Russo, Emilio; Spagnolo, F; Mamon, R.
“On pricing European arithmetic average reset options with multiple reset date in a lattice framework” 1-gen-2008 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
“On pricing arithmetic average reset options with multiple reset date in a lattice framework” 1-gen-2008 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
“A binomial model for valuing equity-linked policies embedding surrender options” 1-gen-2008 Costabile, M; Massabò, I; Russo, Emilio
A lattice model for pricing interest-sensitive claims in a HJM framework 1-gen-2009 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
Fair valuation of equity-linked policies under default risk 1-gen-2010 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
Mostrati risultati da 1 a 20 di 73
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