Pierangelo Ciurlia

Available identifiers

zbMath Open ciurlia.pierangeloMaRDI QIDQ555072

List of research outcomes

Publication	Date of Publication	Type
Pricing and applications of digital installment options	2013-06-03	Paper
Valuation of European continuous-installment options	2012-02-05	Paper
On a general class of free boundary problems for European-style installment options with continuous payment plan	2011-12-19	Paper
An integral representation approach for valuing American-style installment options with continuous payment plan	2011-07-22	Paper
A model for pricing real estate derivatives with stochastic interest rates	2010-05-08	Paper
Spatial aggregation in scenario tree reduction	2008-03-20	Paper
Valuation of American continuous-installment options	2005-12-09	Paper

Research outcomes over time

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