Ivar Massabò

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Person:282253

Available identifiers

zbMath Open massabo.ivarMaRDI QIDQ282253

List of research outcomes





PublicationDate of PublicationType
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion2023-02-16Paper
A lattice approach to evaluate participating policies in a stochastic interest rate framework2021-02-03Paper
A note on posterior tight worst-case bounds for longest processing time schedules2019-06-21Paper
A shifted tree model for the efficient evaluation of options with fixed dividends2019-06-18Paper
Computing finite-time survival probabilities using multinomial approximations of risk models2018-07-11Paper
A note on longest processing time algorithms for the two uniform parallel machine makespan minimization problem2016-05-12Paper
Option pricing under regime-switching jump-diffusion models2015-06-16Paper
Fair Valuation of Equity-Linked Policies under Insurer Default Risk2014-07-19Paper
A multistage stochastic programming approach for capital budgeting problems under uncertainty2013-03-12Paper
ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL2012-10-15Paper
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model2012-02-10Paper
On pricing arithmetic average reset options with multiple reset dates in a lattice framework2011-08-02Paper
A binomial approximation for two-state Markovian HJM models2011-05-27Paper
Computationally simple lattice methods for option and bond pricing2009-11-16Paper
Moment based approaches to Value the Risk of contingent claim portfolios2009-06-25Paper
A binomial model for valuing equity-linked policies embedding surrender options2008-06-25Paper
https://portal.mardi4nfdi.de/entity/Q49535802000-06-22Paper
Degree theory for equivariant maps, the general 𝑆¹-action1993-04-19Paper
Semilinear elliptic equations with the primitive of the nonlinearity interacting with the first eigenvalue1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q31970021990-01-01Paper
Degree Theory for Equivariant Maps. I1989-01-01Paper
On the théorème fondamental of J. Leray and J. Schauder1989-01-01Paper
Lipschitz and Darbo conditions for the superposition operator in ideal spaces1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37365891986-01-01Paper
On the Covering Dimension of the Set of Solutions of Some Nonlinear Equations1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37366021986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30259001986-01-01Paper
Structure and Dimension of Global Branches of Solutions to Multiparameter Nonlinear Equations1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37157191985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37696441985-01-01Paper
On the connectivity properties of the solution set of parametrized families of compact vector fields1984-01-01Paper
A Global Description of the Periodic Solutions of Some Ordinary Differential Equations1984-01-01Paper
Global several-parameter bifurcation and continuation theorems: a unified approach via complementing maps1983-01-01Paper
Complementing maps, continuation and global bifurcation1983-01-01Paper
Irreducible continua of solutions for Birkhoff-Kellogg type equations1983-01-01Paper
Sulla struttura topologica di rami di soluzioni di equazioni nonlineari in spazi di Banach1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39576731982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39403571981-01-01Paper
Set-valued perturbations of differential equations at resonance1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39058001980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38796281980-01-01Paper
Positive eigenvectors of k-set contractions1979-01-01Paper
Elliptic eigenvalue problems with discontinuous nonlinearities1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41759371978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41238821976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41254781975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41270591975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40645791974-01-01Paper
Estensioni di una struttura paracomplessa su un corpo algebricamente chiuso ad un suo ampliamento trascendente semplice1973-01-01Paper

Research outcomes over time

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