Pierangelo Ciurlia
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Person:555072
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 |
|---|---|---|
| Pricing and applications of digital installment options Journal of Applied Mathematics | 2013-06-03 | Paper |
| Valuation of European continuous-installment options Computers & Mathematics with Applications | 2012-02-05 | Paper |
| On a general class of free boundary problems for European-style installment options with continuous payment plan Communications on Pure and Applied Analysis | 2011-12-19 | Paper |
| An integral representation approach for valuing American-style installment options with continuous payment plan Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods | 2011-07-22 | Paper |
| A model for pricing real estate derivatives with stochastic interest rates Mathematical and Computer Modelling | 2010-05-08 | Paper |
| Spatial aggregation in scenario tree reduction | 2008-03-20 | Paper |
| Valuation of American continuous-installment options Computational Economics | 2005-12-09 | Paper |
Research outcomes over time
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