Michele Bufalo

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Person:2074889

Available identifiers

zbMath Open bufalo.micheleMaRDI QIDQ2074889

List of research outcomes





PublicationDate of PublicationType
Forecasting vital rates by a trimodal extension of the flexible generalized skew normal probability density function2024-12-05Paper
Modelling the industrial production of electric and gas utilities through the \(CIR^3\) model2024-08-28Paper
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model2024-08-01Paper
Forecasting portfolio returns with skew-geometric Brownian motions2024-07-29Paper
A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions2024-06-04Paper
Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach2024-01-23Paper
Expected vs. real transaction costs in European option pricing2023-06-26Paper
A probabilistic approach to the twin prime and cousin prime conjectures2023-03-31Paper
Flexibility to switch project size: a real option application for photovoltaic investment valuation2022-10-28Paper
Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate2022-06-13Paper
Modern Financial Engineering2022-02-14Paper
An improved Barone-Adesi Whaley formula for turbulent markets2022-02-11Paper
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work2021-11-25Paper
Option pricing formulas under a change of numèraire2020-07-21Paper
A semigroup approach to generalized Black-Scholes type equations in incomplete markets2019-07-31Paper
On the ergodicity of a three-factor CIR modelN/APaper

Research outcomes over time

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