Giuseppe Di-Graziano

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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!

PublicationDate of PublicationType
TARGET VOLATILITY OPTION PRICING
International Journal of Theoretical and Applied Finance
2012-04-24Paper
Theoretical solution versus industry standard: Optimal leverage function for CPDOs
Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
2010-01-29Paper
Equity with Markov-modulated dividends
Quantitative Finance
2009-10-12Paper


Research outcomes over time


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