Francesco Rotondi
From MaRDI portal
Person:2109006
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 |
|---|---|---|
| Efficient valuation of barrier options under equity and interest rate risks Decisions in Economics and Finance | 2026-01-16 | Paper |
| On horizon-consistent mean-variance portfolio allocation Annals of Operations Research | 2024-06-04 | Paper |
| Valuation of general GMWB annuities in a low interest rate environment Insurance Mathematics & Economics | 2023-10-12 | Paper |
| American options and stochastic interest rates Computational Management Science | 2022-12-20 | Paper |
Research outcomes over time
This page was built for person: Francesco Rotondi
