Ivar Massabò

Available identifiers

zbMath Open massabo.ivarMaRDI QIDQ282253

List of research outcomes

Publication	Date of Publication	Type
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion	2023-02-16	Paper
A lattice approach to evaluate participating policies in a stochastic interest rate framework	2021-02-03	Paper
A note on posterior tight worst-case bounds for longest processing time schedules	2019-06-21	Paper
A shifted tree model for the efficient evaluation of options with fixed dividends	2019-06-18	Paper
Computing finite-time survival probabilities using multinomial approximations of risk models	2018-07-11	Paper
A note on longest processing time algorithms for the two uniform parallel machine makespan minimization problem	2016-05-12	Paper
Option pricing under regime-switching jump-diffusion models	2015-06-16	Paper
Fair Valuation of Equity-Linked Policies under Insurer Default Risk	2014-07-19	Paper
A multistage stochastic programming approach for capital budgeting problems under uncertainty	2013-03-12	Paper
ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL	2012-10-15	Paper
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model	2012-02-10	Paper
On pricing arithmetic average reset options with multiple reset dates in a lattice framework	2011-08-02	Paper
A binomial approximation for two-state Markovian HJM models	2011-05-27	Paper
Computationally simple lattice methods for option and bond pricing	2009-11-16	Paper
Moment based approaches to Value the Risk of contingent claim portfolios	2009-06-25	Paper
A binomial model for valuing equity-linked policies embedding surrender options	2008-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q4953580	2000-06-22	Paper
Degree theory for equivariant maps, the general 𝑆¹-action	1993-04-19	Paper
Semilinear elliptic equations with the primitive of the nonlinearity interacting with the first eigenvalue	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3197002	1990-01-01	Paper
Degree Theory for Equivariant Maps. I	1989-01-01	Paper
On the théorème fondamental of J. Leray and J. Schauder	1989-01-01	Paper
Lipschitz and Darbo conditions for the superposition operator in ideal spaces	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3025900	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3736589	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3736602	1986-01-01	Paper
On the Covering Dimension of the Set of Solutions of Some Nonlinear Equations	1986-01-01	Paper
Structure and Dimension of Global Branches of Solutions to Multiparameter Nonlinear Equations	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3715719	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3769644	1985-01-01	Paper
On the connectivity properties of the solution set of parametrized families of compact vector fields	1984-01-01	Paper
A Global Description of the Periodic Solutions of Some Ordinary Differential Equations	1984-01-01	Paper
Global several-parameter bifurcation and continuation theorems: a unified approach via complementing maps	1983-01-01	Paper
Complementing maps, continuation and global bifurcation	1983-01-01	Paper
Irreducible continua of solutions for Birkhoff-Kellogg type equations	1983-01-01	Paper
Sulla struttura topologica di rami di soluzioni di equazioni nonlineari in spazi di Banach	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3957673	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3940357	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3879628	1980-01-01	Paper
Set-valued perturbations of differential equations at resonance	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3905800	1980-01-01	Paper
Positive eigenvectors of k-set contractions	1979-01-01	Paper
Elliptic eigenvalue problems with discontinuous nonlinearities	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4175937	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4123882	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4125478	1975-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4127059	1975-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4064579	1974-01-01	Paper
Estensioni di una struttura paracomplessa su un corpo algebricamente chiuso ad un suo ampliamento trascendente semplice	1973-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Ivar Massabò