The following pages link to Massimo Costabile (Q539144):
Displaying 19 items.
- A binomial approximation for two-state Markovian HJM models (Q539146) (← links)
- On pricing arithmetic average reset options with multiple reset dates in a lattice framework (Q633988) (← links)
- Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model (Q659140) (← links)
- A discrete-time algorithm for pricing double barrier options. (Q698352) (← links)
- On pricing lookback options under the CEV process (Q882493) (← links)
- A binomial model for valuing equity-linked policies embedding surrender options (Q931165) (← links)
- Computationally simple lattice methods for option and bond pricing (Q1037392) (← links)
- A combinatorial approach for pricing Parisian options. (Q1862739) (← links)
- A lattice approach to evaluate participating policies in a stochastic interest rate framework (Q2222157) (← links)
- Option pricing under regime-switching jump-diffusion models (Q2348967) (← links)
- Lattice-based model for pricing contingent claims under mixed fractional Brownian motion (Q2684130) (← links)
- ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL (Q3166710) (← links)
- (Q3456280) (← links)
- Computing finite-time survival probabilities using multinomial approximations of risk models (Q4576904) (← links)
- A multistage stochastic programming approach for capital budgeting problems under uncertainty (Q4909102) (← links)
- (Q4953580) (← links)
- Fair Valuation of Equity-Linked Policies under Insurer Default Risk (Q5168713) (← links)
- A shifted tree model for the efficient evaluation of options with fixed dividends (Q5382738) (← links)
- Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint (Q6088771) (← links)
