IRIS
MASSABO', Ivar
 Distribuzione geografica
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Continente #
EU - Europa 60
Totale 60
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Nazione #
IT - Italia 60
Totale 60
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Città #
Rende 56
Cosenza 2
Napoli 1
Totale 59
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Nome #
A binomial approximation for two-state Markovian HJM models, file ddc632d3-4fc9-321f-e053-1705fe0abc09 6
Computationally simple lattice methods for option and bond pricing, file ddc632d3-519f-321f-e053-1705fe0abc09 6
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model, file ddc632d3-536b-321f-e053-1705fe0abc09 6
A binomial model for pricing US-style average options with reset features, file ddc632d3-528e-321f-e053-1705fe0abc09 5
On pricing contingent claims under the double Heston model, file ddc632d3-5485-321f-e053-1705fe0abc09 5
Option pricing under regime-switching jump-diffusion models, file ddc632d3-58e5-321f-e053-1705fe0abc09 5
On pricing arithmetic average reset options with multiple reset dates in a lattice framework, file ddc632d3-9d2b-321f-e053-1705fe0abc09 3
Computing finite-time survival probabilities using multinomial approximations of risk models, file ddc632d3-9dfb-321f-e053-1705fe0abc09 3
A Shifted Tree Model for the Efficient Evaluation of Options with Fixed Dividends, file ddc632d3-fc34-321f-e053-1705fe0abc09 3
A reduced lattice model for option pricing under regime-switching, file ddc632d3-581a-321f-e053-1705fe0abc09 2
“A lattice model for pricing equity linked policies with embedded surrender options”, file ddc632d3-5d15-321f-e053-1705fe0abc09 2
Fair valuation of equity-linked policies under insurer default risk, file ddc632d3-5e2d-321f-e053-1705fe0abc09 2
An adjusted binomial model for pricing Asian options, file ddc632d3-7928-321f-e053-1705fe0abc09 2
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals, file ddc632d4-b70b-321f-e053-1705fe0abc09 2
A Binomial Model for Valuing Equity-linked Policies Embedding Surrender Options, file ddc632d3-51f3-321f-e053-1705fe0abc09 1
A forward shooting grid method for option pricing with stochastic volatility, file ddc632d3-a0ea-321f-e053-1705fe0abc09 1
“A lattice model for pricing equity linked policies with embedded surrender options”, file ddc632d3-a68f-321f-e053-1705fe0abc09 1
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder withdrawals, file ddc632d4-7d60-321f-e053-1705fe0abc09 1
“On pricing arithmetic average reset options with multiple reset date in a lattice framework”, file ddc632d4-b659-321f-e053-1705fe0abc09 1
The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model, file ddc632d5-542f-321f-e053-1705fe0abc09 1
A lattice approach to evaluate participating policies in a stochastic interest rate framework, file ddc632d5-60c7-321f-e053-1705fe0abc09 1
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes, file ddc632d6-134d-321f-e053-1705fe0abc09 1
Totale 60
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Categoria #
all - tutte 76
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 76
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20201 0 0 0 0 0 0 0 0 0 1 0 0
2020/20211 0 0 0 0 0 0 1 0 0 0 0 0
2021/20225 0 0 1 1 0 0 0 0 0 0 1 2
2023/20241 0 0 0 1 0 0 0 0 0 0 0 0
Totale 60