The following pages link to Arturo Leccadito (Q343967):
Displayed 9 items.
- Pricing and hedging basket options with exact moment matching (Q343968) (← links)
- Computationally simple lattice methods for option and bond pricing (Q1037392) (← links)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- On the determinants of data breaches: a cointegration analysis (Q2044811) (← links)
- Option pricing under regime-switching jump-diffusion models (Q2348967) (← links)
- HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144) (← links)
- True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison (Q5080517) (← links)
- A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)
- Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint (Q6088771) (← links)