LECCADITO, Arturo

LECCADITO, Arturo  

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

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Titolo Data di pubblicazione Autore(i) File
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.
A reduced lattice model for option pricing under regime-switching 1-gen-2014 Costabile, Massimo; Leccadito, Arturo; Massabo', Ivar; Russo, Emilio
A reduced lattice model for option pricing under regime-switching 1-gen-2010 Costabile, Massimo; Leccadito, Arturo; Massabò, Ivar; Russo, Emilio
A regime Switching Ohlson model 1-gen-2015 Leccadito, Arturo; Veltri, Stefania
A Time-Varying Gerber Statistic: Application of a Novel Correlation Metric to Commodity Price Co-Movements 1-gen-2021 Algieri, Bernardina; Leccadito, Arturo; Toscano, Pietro
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
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options 1-gen-2022 De Giovanni, Domenico; Leccadito, Arturo; Loccisano, Debora
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
Evaluating the Accuracy of Value-at-Risk Forecasts: New Multilevel Tests 1-gen-2014 Leccadito, Arturo; Boffelli, S; Urga, G.
Exploring Dependence Relationships between Bitcoin and Commodity returns: An assessment using the Gerber Cross-Correlation 1-gen-2022 Lawuobahsumo, Kokulo K.; Algieri, Bernardina; Iania, Leonardo; Leccadito, Arturo
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.