The following pages link to Fulvio Ortu (Q496581):
Displaying 18 items.
- Envelope theorems in Banach lattices and asset pricing (Q496582) (← links)
- Intertemporal asset pricing and the marginal utility of wealth (Q553533) (← links)
- Pricing equity-linked life insurance with endogenous minimum guarantees (Q689564) (← links)
- Dynamic versus one-period completeness in event-tree security markets (Q852339) (← links)
- Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization (Q956490) (← links)
- Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results (Q1278206) (← links)
- Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets (Q1367852) (← links)
- Arbitrage, linear programming and martingales in securities markets with bid-ask spreads (Q1601355) (← links)
- Existence of equivalent martingale measures in finite dimensional securities markets (Q1920942) (← links)
- A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145) (← links)
- Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets (Q2707159) (← links)
- CONSUMPTION AND PORTFOLIO POLICIES WITH INCOMPLETE MARKETS AND SHORT‐SALE CONSTRAINTS IN THE FINITE‐DIMENSIONAL CASE: SOME REMARKS (Q4372025) (← links)
- Valuation of sinking-fund bonds in the Vasicek and CIR frameworks<sup>∗</sup>Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. (Q4541533) (← links)
- Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates (Q4541583) (← links)
- A persistence‐based Wold‐type decomposition for stationary time series (Q5116133) (← links)
- Multivariate Wold decompositions: a Hilbert \(A\)-module approach (Q6098177) (← links)
- On horizon-consistent mean-variance portfolio allocation (Q6549611) (← links)
- Implications of Return Predictability for Consumption Dynamics and Asset Pricing (Q6626329) (← links)
