Arturo Leccadito

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
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options Annals of Operations Research	2024-06-04	Paper
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint Computational Management Science	2023-12-14	Paper
True versus spurious long memory: some theoretical results and a Monte Carlo comparison Econometric Reviews	2022-05-31	Paper
On the determinants of data breaches: a cointegration analysis Decisions in Economics and Finance	2021-08-10	Paper
Extracting market information from equity options with exponential Lévy processes Journal of Economic Dynamics and Control	2018-11-01	Paper
Pricing and hedging basket options with exact moment matching Insurance Mathematics & Economics	2016-11-21	Paper
Pricing and hedging basket options with exact moment matching Insurance Mathematics & Economics	2016-11-21	Paper
Option pricing under regime-switching jump-diffusion models Journal of Computational and Applied Mathematics	2015-06-16	Paper
A new method for generating approximation algorithms for financial mathematics applications Quantitative Finance	2014-01-30	Paper
HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING International Journal of Theoretical and Applied Finance	2013-03-12	Paper
Computationally simple lattice methods for option and bond pricing Decisions in Economics and Finance	2009-11-16	Paper

Research outcomes over time

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