Arturo Leccadito

Available identifiers

Publication	Date of Publication	Type
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options	2024-06-04	Paper
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint	2023-12-14	Paper
True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison	2022-05-31	Paper
On the determinants of data breaches: a cointegration analysis	2021-08-10	Paper
Extracting market information from equity options with exponential Lévy processes	2018-11-01	Paper
Pricing and hedging basket options with exact moment matching	2016-11-21	Paper
Option pricing under regime-switching jump-diffusion models	2015-06-16	Paper
A new method for generating approximation algorithms for financial mathematics applications	2014-01-30	Paper
HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING	2013-03-12	Paper
Computationally simple lattice methods for option and bond pricing	2009-11-16	Paper

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