LECCADITO, Arturo

LECCADITO, Arturo  

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

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Titolo Data di pubblicazione Autore(i) File
Ask CARL: Forecasting Tail Probability for Energy Commodities 1-gen-2019 Algieri, Bernardina; Leccadito, Arturo
Assessing contagion risk from energy and non-energy commodity markets 1-gen-2017 Algieri, Bernardina; Leccadito, Arturo
CARL and His POT: Measuring Risks in Commodity Markets 1-gen-2020 Algieri, Bernardina; Leccadito, Arturo
Compound option pricing under stochastic volatility 1-gen-2016 Leccadito, Arturo; Russo, Emilio
Compound option pricing under stochastic volatility 1-gen-2014 Leccadito, Arturo; Russo, Emilio
Computationally simple lattice methods for option and bond pricing 1-gen-2009 Costabile, Massimo; Leccadito, Arturo; Massabo', Ivar
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
Evaluating the Accuracy of Value-at-Risk Forecasts: New Multilevel Tests 1-gen-2014 Leccadito, Arturo; Boffelli, S; Urga, G.
Extracting Market Information from Equity Options with Exponential Lévy Processes 1-gen-2014 Fabozzi F., J; Leccadito, Arturo; Tunaru, R.
Extracting risk-neutral density information from options market prices 1-gen-2012 Leccadito, Arturo; Tunaru, R. S.
Extreme Price Moves: An INGARCH Approach to Model Coexceedances in Commodity Markets 1-gen-2021 Algieri, Bernardina; Leccadito, Arturo
Financial Risk Modeling with Markov Chains 1-gen-2006 Leccadito, Arturo; Ortobelli, S; Russo, Emilio; Iaquinta, G.
Hermite Binomial Trees: A novel Technique for Derivatives Pricing 1-gen-2012 Leccadito, Arturo; Toscano, P; Tunaru, R.
Multilevel and Tail Risk Management In corso di stampa Khalaf, Lynda; Leccadito, Arturo; Urga, Giovanni
A multinomial approach for option pricing under regime-switching jump-diffusion models 1-gen-2012 Costabile, Massimo; Leccadito, Arturo; Massabò, Ivar; Russo, Emilio
A new method for generating approximation algorithms for financial mathematics applications 1-gen-2012 Fabozzi, F. J.; Leccadito, Arturo; Tunaru, R.
On the determinants of data breaches: A cointegration analysis 1-gen-2021 De Giovanni, D.; Leccadito, A.; Pirra, M.
ON THE MARKOVIAN BEHAVIOR OF ASSET RETURNS 1-gen-2005 Leccadito, Arturo; ORTOBELLI LOZZA, Sergio; Russo, Emilio
Option pricing under regime-switching jump-diffusion models 1-gen-2014 COSTABILE, Massimo; LECCADITO, ARTURO; MASSABO', Ivar; RUSSO, EMILIO
Portfolio Selection and Risk Management with Markov Chains 1-gen-2007 Leccadito, Arturo; Ortobelli, S; Russo, Emilio