Michele Bufalo

Available identifiers

zbMath Open bufalo.micheleMaRDI QIDQ2074889

List of research outcomes

Publication	Date of Publication	Type
Forecasting vital rates by a trimodal extension of the flexible generalized skew normal probability density function	2024-12-05	Paper
Modelling the industrial production of electric and gas utilities through the \(CIR^3\) model	2024-08-28	Paper
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model	2024-08-01	Paper
Forecasting portfolio returns with skew-geometric Brownian motions	2024-07-29	Paper
A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions	2024-06-04	Paper
Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach	2024-01-23	Paper
Expected vs. real transaction costs in European option pricing	2023-06-26	Paper
A probabilistic approach to the twin prime and cousin prime conjectures	2023-03-31	Paper
Flexibility to switch project size: a real option application for photovoltaic investment valuation	2022-10-28	Paper
Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate	2022-06-13	Paper
Modern Financial Engineering	2022-02-14	Paper
An improved Barone-Adesi Whaley formula for turbulent markets	2022-02-11	Paper
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work	2021-11-25	Paper
Option pricing formulas under a change of numèraire	2020-07-21	Paper
A semigroup approach to generalized Black-Scholes type equations in incomplete markets	2019-07-31	Paper
On the ergodicity of a three-factor CIR model	N/A	Paper

Research outcomes over time

This page was built for person: Michele Bufalo