The following pages link to Michele Bufalo (Q2074889):
Displayed 10 items.
- An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
- Flexibility to switch project size: a real option application for photovoltaic investment valuation (Q2094476) (← links)
- A semigroup approach to generalized Black-Scholes type equations in incomplete markets (Q2315047) (← links)
- Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate (Q2672922) (← links)
- Option pricing formulas under a change of numèraire (Q3298110) (← links)
- Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work (Q5012738) (← links)
- Modern Financial Engineering (Q5029733) (← links)
- Expected vs. real transaction costs in European option pricing (Q6105350) (← links)
- Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach (Q6143055) (← links)
- A probabilistic approach to the twin prime and cousin prime conjectures (Q6431586) (← links)