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 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-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 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 lattice model for pricing equity linked policies with embedded surrender options” 1-gen-2007 Costabile, M; Massabo', Ivar; Russo, Emilio
A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance 1-gen-2010 Costabile, Massimo; Massabo', Ivar
An adjusted binomial model for pricing Asian options 1-gen-2006 Costabile, M; Massabo', I; Russo, Emilio
An adjusted binomial model for pricing European Asian options 1-gen-2004 Costabile, M; Massabo', I; Russo, Emilio
An adjusted binomial model for pricing Asian options 1-gen-2006 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee 1-gen-2013 Costabile, Massimo
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 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; Massabò, I; Russo, Emilio
A bivariate lattice model to compute risk measures in life insurance policies 1-gen-2021 Costabile, Massimo
Computationally simple lattice methods for option and bond pricing 1-gen-2009 Costabile, Massimo; Leccadito, Arturo; Massabo', Ivar
Computing finite-time survival probabilities using multinomial approximations of risk models 1-gen-2015 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
Computing Risk Measures of Life Insurance Policies through the Cox -Ross-Rubinstein Model 1-gen-2018 Costabile, Massimo