Michele Bufalo

MaRDI QIDQ2074889zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A new look at the flexible generalized skew-normal family: a trimodal extension and numerical insights Statistics and Computing	2026-03-05	Paper
A strategic options game approach to support PPP investment decisions under risk-sharing mechanisms Annals of Operations Research	2026-01-27	Paper
Forecasting vital rates by a trimodal extension of the flexible generalized skew normal probability density function Statistics	2024-12-05	Paper
Modelling the industrial production of electric and gas utilities through the \(CIR^3\) model Mathematics and Financial Economics	2024-08-28	Paper
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model Journal of Computational and Applied Mathematics	2024-08-01	Paper
Forecasting portfolio returns with skew-geometric Brownian motions Applied Stochastic Models in Business and Industry	2024-07-29	Paper
A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions Annals of Operations Research	2024-06-04	Paper
Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach Communications in Nonlinear Science and Numerical Simulation	2024-01-23	Paper
Expected vs. real transaction costs in European option pricing Discrete and Continuous Dynamical Systems. Series S	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 Communications in Nonlinear Science and Numerical Simulation	2022-10-28	Paper
Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate Annals of Finance	2022-06-13	Paper
Modern Financial Engineering Topics in Systems Engineering	2022-02-14	Paper
An improved Barone-Adesi Whaley formula for turbulent markets Journal of Computational and Applied Mathematics	2022-02-11	Paper
Interest rates forecasting: between hull and white and the CIR\# -- how to make a single-factor model work Journal of Forecasting	2021-11-25	Paper
Option pricing formulas under a change of numèraire Opuscula Mathematica	2020-07-21	Paper
A semigroup approach to generalized Black-Scholes type equations in incomplete markets Journal of Mathematical Analysis and Applications	2019-07-31	Paper
On the ergodicity of a three-factor CIR model (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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