Sfoglia per Autore
Fair valuation of equity-linked policies under default risk
2010-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A reduced lattice model for option pricing under regime-switching
2010-01-01 Costabile, Massimo; Leccadito, Arturo; Massabò, Ivar; Russo, Emilio
A forward shooting grid method for option pricing with stochastic volatility
2011-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
On pricing arithmetic average reset options with multiple reset dates in a lattice framework
2011-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A binomial approximation for two-state Markovian HJM models
2011-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
Fair valuation of equity-linked policies under insurer default risk
2011-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
Path-dependent contingent claims and insurance policies
2012-01-01 Russo, Emilio
A multinomial approach for option pricing under regime-switching jump-diffusion models
2012-01-01 Costabile, Massimo; Leccadito, Arturo; Massabò, Ivar; Russo, Emilio
On pricing contingent claims under the double Heston model
2012-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A forward shooting grid method for option pricing with stochastic volatility
2012-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
Scenario generator based on the monomial methods
2013-01-01 Consiglio, Andrea; Russo, Emilio; Staino, Alessandro
A lattice model for valuing options on assets with discrete dividends
2013-01-01 Martire, A; Russo, Emilio
A Path-Independent Humped Volatility Model for Option Pricing
2013-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A multistage stochastic programming approach for capital budgeting problems under uncertainty
2013-01-01 Beraldi, Patrizia; Costabile, Massimo; De Simone, F.; Massabo', Ivar; Russo, Emilio; Violi, Antonio
A bivariate lattice model for valuing options on assets paying discrete dividends
2014-01-01 De Angelis, P; Martire, A; Russo, Emilio
Compound option pricing under stochastic volatility
2014-01-01 Leccadito, Arturo; Russo, Emilio
A reduced lattice model for option pricing under regime-switching
2014-01-01 Costabile, Massimo; Leccadito, Arturo; Massabo', Ivar; Russo, Emilio
Option pricing under regime-switching jump-diffusion models
2014-01-01 Costabile, Massimo; Leccadito, Arturo; Massabo', Ivar; Russo, Emilio
A moment-matching method to generate arbitrage-free scenarios
2015-01-01 Staino, Alessandro; Russo, Emilio
Computing finite-time survival probabilities using multinomial approximations of risk models
2015-01-01 Costabile, Massimo; Massabo', 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