MASSABO', Ivar
MASSABO', Ivar
Dipartimento di Economia, Statistica e Finanza "Giovanni Anania"- DESF
A binomial approximation for two-state Markovian HJM models
2011-01-01 Costabile, Massimo; Massabo', Ivar; 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
A binomial model for pricing US-style average options with reset features
2010-01-01 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 Binomial Model for Valuing Equity-linked Policies Embedding Surrender Options
2008-01-01 Costabile, M; Massabo', Ivar; Russo, E.
A binomial model for valuing equity-linked policies embedding surrender options. Convegno AMASES. 3-6 settembre 2007
2007-01-01 Costabile, M; Massabo', Ivar; Russo, E.
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes
2007-01-01 Staino, Alessandro; Ortobelli, S; Massabo', Ivar
A forward shooting grid method for option pricing with stochastic volatility
2012-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A forward shooting grid method for option pricing with stochastic volatility
2011-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A lattice approach to evaluate participating policies in a stochastic interest rate framework
2021-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio; Staino, Alessandro
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework
2021-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio; Staino, Alessandro
A lattice approach to evaluate participating policies in a stochastic interest rate framework
2020-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio; Staino, Alessandro
A Lattice based model for pricing equity-linked policies
2007-01-01 Costabile, M; Massabo', Ivar; Russo, E.
A lattice model for pricing interest-sensitive claims in a HJM framework
2009-01-01 Costabile, Massimo; Massabò, Ivar; 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
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 note on longest processing time algorithms for the two uniform parallel machine makespan minimization problem
2016-01-01 Massabo', Ivar; Paletta, Giuseppe; Ruiz Torres, Aj
A note on posterior tight worst-case bounds for longest processing time schedules
2019-01-01 Ho, J. C.; Massabò, I.; Paletta, Giuseppe; Ruiz-Torres, A. J.
A Path-Independent Humped Volatility Model for Option Pricing
2013-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A reduced lattice model for option pricing under regime-switching
2014-01-01 Costabile, Massimo; Leccadito, Arturo; Massabo', Ivar; Russo, Emilio