Andrea Gheno

Available identifiers

zbMath Open gheno.andreaMaRDI QIDQ505799

List of research outcomes

Publication	Date of Publication	Type
Approximating exact expected utility via portfolio efficient frontiers	2018-01-31	Paper
Chapman-Kolmogorov lattice method for derivatives pricing	2017-01-26	Paper
Half-full or half-empty? A model of decision making under risk	2015-12-23	Paper
Pricing and applications of digital installment options	2013-06-03	Paper
Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework	2012-02-10	Paper
A model for pricing real estate derivatives with stochastic interest rates	2010-05-08	Paper
Dynamic Portfolio Selection in a Dual Expected Utility Theory Framework	2009-06-15	Paper

Research outcomes over time

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