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 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-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 Lattice based model for pricing equity-linked policies 1-gen-2007 Costabile, M; Massabo', Ivar; Russo, E.
“A lattice model for pricing equity linked policies with embedded surrender options” 1-gen-2007 Costabile, M; Massabo', Ivar; Russo, Emilio
A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance 1-gen-2010 Costabile, Massimo; Massabo', Ivar
An adjusted binomial model for pricing Asian options 1-gen-2006 Costabile, M; Massabo', I; Russo, Emilio
An adjusted binomial model for pricing European Asian options 1-gen-2004 Costabile, M; Massabo', I; Russo, Emilio
An adjusted binomial model for pricing Asian options 1-gen-2006 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
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 VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 1-gen-2007 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
Capacity investment under uncertainty: The effect of volume flexibility 1-gen-2018 DE GIOVANNI, Domenico; Massabo', Ivar
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes 1-gen-2007 Staino, Alessandro; Ortobelli, S; Massabo', Ivar
Computationally simple lattice methods for option and bond pricing 1-gen-2009 Costabile, Massimo; Leccadito, Arturo; Massabo', Ivar
Computing finite-time survival probabilities using multinomial approximations of risk models 1-gen-2013 Costabile, M; Massabo', Ivar; Russo, Emilio
Computing finite-time survival probabilities using multinomial approximations of risk models 1-gen-2015 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
Degree Theory for equivariant maps, the general S1-Action 1-gen-1992 Massabo', Ivar; Jorge, Ize; Alfonso, Vignoli
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model 1-gen-2020 Cerboni Baiardi, Lorenzo; Costabile, Massimo; De Giovanni, Domenico; Lamantia, Fabio Giovanni; Leccadito, Arturo; Massabo', Ivar; Menzietti, Massimiliano; Pirra, Marco; Russo, Emilio; Staino, Alessandro
Equity-linked endowment policies with or without embedded surrender options 1-gen-2006 Costabile, Massimo; Massabò, Ivar; Russo, Emilio