MASSABO', Ivar

MASSABO', Ivar  

Dipartimento di Economia, Statistica e Finanza "Giovanni Anania"- DESF  

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Titolo Data di pubblicazione Autore(i) File
A binomial approximation for two-state Markovian HJM models 1-gen-2011 Costabile, Massimo; Massabo', Ivar; 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
A binomial model for pricing US-style average options with reset features 1-gen-2010 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 Binomial Model for Valuing Equity-linked Policies Embedding Surrender Options 1-gen-2008 COSTABILE M; MASSABO' I; RUSSO E
A binomial model for valuing equity-linked policies embedding surrender options. Convegno AMASES. 3-6 settembre 2007 1-gen-2007 Costabile, M; Massabo', Ivar; Russo, E.
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes 1-gen-2007 Staino, Alessandro; Ortobelli, S; Massabo', Ivar
A forward shooting grid method for option pricing with stochastic volatility 1-gen-2012 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A forward shooting grid method for option pricing with stochastic volatility 1-gen-2011 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A lattice approach to evaluate participating policies in a stochastic interest rate framework 1-gen-2021 Costabile, Massimo; Massabo', Ivar; Russo, Emilio; Staino, Alessandro
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework 1-gen-2021 Costabile, Massimo; Massabò, Ivar; Russo, Emilio; Staino, Alessandro
A lattice approach to evaluate participating policies in a stochastic interest rate framework 1-gen-2020 Costabile, Massimo; Massabo', Ivar; Russo, Emilio; Staino, Alessandro
A Lattice based model for pricing equity-linked policies 1-gen-2007 Costabile, M; Massabo', Ivar; Russo, E.
A lattice model for pricing interest-sensitive claims in a HJM framework 1-gen-2009 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A multinomial approach for option pricing under regime-switching jump-diffusion models 1-gen-2012 Costabile, Massimo; Leccadito, Arturo; Massabò, Ivar; Russo, Emilio
A multistage stochastic programming approach for capital budgeting problems under uncertainty 1-gen-2013 Beraldi, Patrizia; Costabile, Massimo; De Simone, F.; Massabo', Ivar; Russo, Emilio; Violi, Antonio
A note on longest processing time algorithms for the two uniform parallel machine makespan minimization problem 1-gen-2016 Massabo', Ivar; Paletta, Giuseppe; Ruiz Torres, Aj
A note on posterior tight worst-case bounds for longest processing time schedules 1-gen-2019 Ho, J. C.; Massabò, I.; Paletta, Giuseppe; Ruiz-Torres, A. J.
A Path-Independent Humped Volatility Model for Option Pricing 1-gen-2013 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A reduced lattice model for option pricing under regime-switching 1-gen-2014 Costabile, Massimo; Leccadito, Arturo; Massabo', Ivar; Russo, Emilio