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 |
|---|---|---|
| Approximating exact expected utility via portfolio efficient frontiers Decisions in Economics and Finance | 2018-01-31 | Paper |
| Chapman-Kolmogorov lattice method for derivatives pricing Applied Mathematics and Computation | 2017-01-26 | Paper |
| Half-full or half-empty? A model of decision making under risk Journal of Mathematical Psychology | 2015-12-23 | Paper |
| Pricing and applications of digital installment options Journal of Applied Mathematics | 2013-06-03 | Paper |
| Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework Insurance Mathematics & Economics | 2012-02-10 | Paper |
| A model for pricing real estate derivatives with stochastic interest rates Mathematical and Computer Modelling | 2010-05-08 | Paper |
| Dynamic Portfolio Selection in a Dual Expected Utility Theory Framework ASTIN Bulletin | 2009-06-15 | Paper |
Research outcomes over time
This page was built for person: Andrea Gheno
