Giovanni Barone-Adesi

Available identifiers

Publication	Date of Publication	Type
Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set	2020-07-21	Paper
Option market trading activity and the estimation of the pricing kernel: a Bayesian approach	2020-04-22	Paper
Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming	2019-01-25	Paper
Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem	2012-06-08	Paper
A dynamic model of expected bond returns: A functional gradient descent approach	2009-04-06	Paper
An option pricing formula for the GARCH diffusion model	2008-11-26	Paper
Two-factor convertible bonds valuation using the method of characteristics/finite elements	2008-10-24	Paper
A multivariate FGD technique to improve VaR computation in equity markets	2008-03-14	Paper
Cutting the hedge	2007-08-17	Paper
https://portal.mardi4nfdi.de/entity/Q4459814	2004-05-18	Paper
Option pricing with regulated fractional Brownian motion	1999-09-14	Paper
Approximations for the values of american options	1991-01-01	Paper

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