COSTABILE, Massimo

COSTABILE, Massimo  

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

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Titolo Data di pubblicazione Autore(i) File
A binomial approximation for two-state Markovian HJM models 1-gen-2011 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A Binomial Model for Pricing American-Style Average Options with and without Reset Features 1-gen-2005 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A binomial model for pricing US-style average options with reset features 1-gen-2010 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS 1-gen-2007 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A Binomial Model for Valuing Equity-linked Policies Embedding Surrender Options 1-gen-2008 COSTABILE M; MASSABO' I; RUSSO E
A Binomial Model for Valuing Equity-Linked Policies embedding Surrender Options 1-gen-2008 Costabile, Massimo; Massabo', I; Russo, E.
A bivariate lattice model to compute risk measures in life insurance policies 1-gen-2021 Costabile, Massimo
A combinatorial approach for pricing Parisian options 1-gen-2002 Costabile, Massimo
A discrete-time algorithm for pricing double barrier options 1-gen-2001 Costabile, Massimo
A fast and accurate lattice model to evaluate options under the variance gamma process 1-gen-2015 Costabile, Massimo
A forward shooting grid method for option pricing with stochastic volatility 1-gen-2012 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A forward shooting grid method for option pricing with stochastic volatility 1-gen-2011 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
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 pricing equity-linked policies with embedded surrender options 1-gen-2007 Costabile, Massimo; Massabo', I; Russo, E.
A lattice model for pricing interest-sensitive claims in a HJM framework 1-gen-2009 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A Lattice-Based Model to Evaluate Variable Annuities with Guaranteed Minimum Withdrawal Benefits under a Regime-Switching Model 1-gen-2017 Costabile, Massimo
A multinomial approach for option pricing under regime-switching jump-diffusion models 1-gen-2012 Costabile, Massimo; Leccadito, Arturo; Massabò, Ivar; Russo, Emilio
A multistage stochastic programming approach for capital budgeting problems under uncertainty 1-gen-2013 Beraldi, Patrizia; Costabile, Massimo; De Simone, F.; Massabo', Ivar; Russo, Emilio; Violi, Antonio