The following pages link to Gianluca Fusai (Q222735):
Displaying 26 items.
- Pricing exotic derivatives exploiting structure (Q299917) (← links)
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) (← links)
- Option pricing, maturity randomization and distributed computing (Q991134) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts (Q1667420) (← links)
- Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market (Q1753617) (← links)
- Corridor options and arc-sine law. (Q1884834) (← links)
- Integrated structural approach to credit value adjustment (Q1991244) (← links)
- General lattice methods for arithmetic Asian options (Q2286910) (← links)
- Hilbert transform, spectral filters and option pricing (Q2288941) (← links)
- A market-consistent framework for the fair evaluation of insurance contracts under Solvency II (Q2331008) (← links)
- Implementing models in quantitative finance: methods and cases (Q2473570) (← links)
- Pricing financial claims contingent upon an underlying asset monitored at discrete times (Q2476662) (← links)
- An exact analytical solution for discrete barrier options (Q2488504) (← links)
- Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
- General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
- <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
- Pricing Credit Derivatives in a Wiener–Hopf Framework (Q2920956) (← links)
- Pricing Discretely Monitored Asian Options by Maturity Randomization (Q3006713) (← links)
- AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS (Q3022037) (← links)
- THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (Q3553256) (← links)
- Approximate pricing of swaptions in affine and quadratic models (Q4555143) (← links)
- Correction: Exchange Option under Jump-diffusion Dynamics (Q4682474) (← links)
- General closed-form basket option pricing bounds (Q5001150) (← links)
- Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions (Q5106348) (← links)
