STAINO, Alessandro

STAINO, Alessandro  

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

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Titolo Data di pubblicazione Autore(i) File
A Comparison among Portfolio Selection Strategies with Subordinated Lévy Processes 1-gen-2007 Staino, Alessandro; Ortobelli, S; Massabo', Ivar
A flexible lattice model for pricing contingent claims under multiple risk factors 1-gen-2018 Russo, Emilio; Staino, Alessandro
A flexible lattice model for pricing options under stochastic interest rate and volatility 1-gen-2017 Russo, Emilio; Staino, A.
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 evaluating bonds and interest sensitive claims under stochastic volatility 1-gen-2018 Russo, Emilio; Staino, Alessandro
A lattice based model for evaluating bonds and interest sensitive claims under stochastic volatility 1-gen-2018 Russo, Emilio; Staino, Alessandro
A lattice based model for pricing interest sensitive claims under stochastic volatility 1-gen-2017 Russo, Emilio; Staino, Alessandro
A moment-matching method to generate arbitrage-free scenarios 1-gen-2015 Staino, Alessandro; Russo, Emilio
A stochastic programming model for the optimal issuance of government bonds 1-gen-2012 Consiglio, A; Staino, Alessandro
Discrete Time Portfolio Selection with Lévy Processes 1-gen-2007 Bertini, C; Ortobelli, S; Staino, Alessandro
Exotic options with Lévy processes: the Markovian approach 1-gen-2011 Ortobelli S., L; Staino, Alessandro
Lattice-based model for pricing contingent claims under mixed fractional Brownian motions 1-gen-2023 Costabile, Massimo; Massabò, Ivar; Russo, Emilio; Staino, Alessandro
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 1-gen-2022 Staino, Alessandro; Russo, Emilio; Costabile, Massimo; Leccadito, Arturo
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint 1-gen-2022 Staino, Alessandro; Russo, Emilio; Costabile, Massimo; Leccadito, Arturo.
Moment-matching method with monomial approach 1-gen-2012 Staino, Alessandro; Consiglio, A.
Nested Conditional Value-at-Risk portfolio selection: a model with temporal dependence driven by market-index volatility 1-gen-2020 Staino, Alessandro; Russo, Emilio
On pricing Asian options under stochastic volatility 1-gen-2016 Russo, Emilio; Staino, Alessandro
On pricing Asian options under stochastic volatility 1-gen-2016 Russo, Emilio; Staino, A.