COSTABILE, Massimo
COSTABILE, Massimo
Dipartimento di Economia, Statistica e Finanza "Giovanni Anania"- DESF
A binomial approximation for two-state Markovian HJM models
2011-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A Binomial Model for Pricing American-Style Average Options with and without Reset Features
2005-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A binomial model for pricing US-style average options with reset features
2010-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A BINOMIAL MODEL FOR VALUING EQUITY-LINKED POLICIES EMBEDDING SURRENDER OPTIONS
2007-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A Binomial Model for Valuing Equity-linked Policies Embedding Surrender Options
2008-01-01 Costabile, M; Massabo', Ivar; Russo, E.
A Binomial Model for Valuing Equity-Linked Policies embedding Surrender Options
2008-01-01 Costabile, Massimo; Massabo', I; Russo, E.
A bivariate lattice model to compute risk measures in life insurance policies
2021-01-01 Costabile, Massimo
A combinatorial approach for pricing Parisian options
2002-01-01 Costabile, Massimo
A discrete-time algorithm for pricing double barrier options
2001-01-01 Costabile, Massimo
A fast and accurate lattice model to evaluate options under the variance gamma process
2015-01-01 Costabile, Massimo
A forward shooting grid method for option pricing with stochastic volatility
2012-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio
A forward shooting grid method for option pricing with stochastic volatility
2011-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A lattice approach to evaluate participating policies in a stochastic interest rate framework
2021-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio; Staino, Alessandro
A Lattice Approach to Evaluate Participating Policies in a Stochastic Interest Rate Framework
2021-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio; Staino, Alessandro
A lattice approach to evaluate participating policies in a stochastic interest rate framework
2020-01-01 Costabile, Massimo; Massabo', Ivar; Russo, Emilio; Staino, Alessandro
A Lattice based model for pricing equity-linked policies with embedded surrender options
2007-01-01 Costabile, Massimo; Massabo', I; Russo, E.
A lattice model for pricing interest-sensitive claims in a HJM framework
2009-01-01 Costabile, Massimo; Massabò, Ivar; Russo, Emilio
A Lattice-Based Model to Evaluate Variable Annuities with Guaranteed Minimum Withdrawal Benefits under a Regime-Switching Model
2017-01-01 Costabile, Massimo
A multinomial approach for option pricing under regime-switching jump-diffusion models
2012-01-01 Costabile, Massimo; Leccadito, Arturo; Massabò, Ivar; Russo, Emilio
A multistage stochastic programming approach for capital budgeting problems under uncertainty
2013-01-01 Beraldi, Patrizia; Costabile, Massimo; De Simone, F.; Massabo', Ivar; Russo, Emilio; Violi, Antonio