Sfoglia per Autore
An adjusted binomial model for pricing European Asian options
2004-01-01 Costabile, M; Massabo', I; Russo, Emilio
ON THE MARKOVIAN BEHAVIOR OF ASSET RETURNS
2005-01-01 Leccadito, Arturo; ORTOBELLI LOZZA, Sergio; Russo, Emilio
Portfolio Selection, VaR and CVaR models with Markov Chains
2005-01-01 Leccadito, Arturo; Ortobelli, Sergio; 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
“Portfolio Selection, VaR and CVaR models with Markov Chains”
2005-01-01 Leccadito, A; Ortobelli, S; Russo, Emilio
Financial Risk Modeling with Markov Chains
2006-01-01 Leccadito, Arturo; Ortobelli, S; Russo, Emilio; Iaquinta, G.
An adjusted binomial model for pricing Asian options
2006-01-01 Costabile, M; Massabo', I; Russo, Emilio
“A BINOMIAL MODEL FOR PRICING AMERICAN-STYLE AVERAGE OPTIONS WITH RESET FEATURES”
2006-01-01 Costabile, M; Massabò, I; Russo, Emilio
Equity-linked endowment policies with or without embedded surrender options
2006-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
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”
2007-01-01 Costabile, M; Massabò, I; Russo, Emilio
Portfolio Selection and Risk Management with Markov Chains
2007-01-01 Leccadito, Arturo; Ortobelli, S; Russo, Emilio
A Lattice based model for pricing equity-linked policies with embedded surrender options
2007-01-01 Costabile, Massimo; Massabo', I; Russo, E.
An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market
2007-01-01 Russo, Emilio; Spagnolo, F; Mamon, R.
“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 binomial model for valuing equity-linked policies embedding surrender options”
2008-01-01 Costabile, M; Massabò, I; Russo, Emilio
A lattice model for pricing interest-sensitive claims in a HJM framework
2009-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
Fair valuation of equity-linked policies under default risk
2010-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
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