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D'Amico, Guglielmo
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Annals of finance
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1
Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits
D'Amico, Guglielmo
;
Singh, Shakti
;
Selvamuthu, Dharmaraja
- In:
Annals of finance
19
(
2023
)
3
,
pp. 383-400
Persistent link: https://www.econbiz.de/10014380571
Saved in:
2
Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo
;
Villani, Giovanni
- In:
Annals of finance
17
(
2021
)
3
,
pp. 379-404
Persistent link: https://www.econbiz.de/10012622325
Saved in:
3
Change point dynamics for financial data : an indexed Markov chain approach
D'Amico, Guglielmo
;
Lika, Ada
;
Petroni, Filippo
- In:
Annals of finance
15
(
2019
)
2
,
pp. 247-266
Persistent link: https://www.econbiz.de/10012058237
Saved in:
4
Novel advancements in the Markov chain stock model : analysis and inference
Barbu, Vlad Stefan
;
D'Amico, Guglielmo
;
De Blasis, Riccardo
- In:
Annals of finance
13
(
2017
)
2
,
pp. 125-152
Persistent link: https://www.econbiz.de/10011944970
Saved in:
5
A semi-Markov approach to the stock valuation problem
D'Amico, Guglielmo
- In:
Annals of finance
9
(
2013
)
4
,
pp. 589-610
Persistent link: https://www.econbiz.de/10010196598
Saved in:
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