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~person:"Gambaro, Anna Maria"
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Gambaro, Anna Maria
Fusai, Gianluca
8
Gambaro, Anna
6
Casalini, Riccardo
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Ghilarducci, Alessandro
4
Caldana, Ruggero
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Secomandi, Nicola
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
Insurance / Mathematics & economics
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Production and operations management : the flagship research journal of the Production and Operations Management Society
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ICU capacity expansion under uncertainty in the early stages of a pandemic
Gambaro, Anna Maria
;
Fusai, Gianluca
;
Sodhi, ManMohan S.
; …
- In:
Production and operations management : the flagship …
32
(
2023
)
8
,
pp. 2455-2474
Persistent link: https://www.econbiz.de/10014328694
Saved in:
2
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
Saved in:
3
A Discussion of Non‐Gaussian Price Processes for Energy and Commodity Operations
Gambaro, Anna Maria
;
Secomandi, Nicola
- In:
Production and Operations Management
30
(
2020
)
1
,
pp. 47-67
Persistent link: https://www.econbiz.de/10012283836
Saved in:
4
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II
Gambaro, Anna Maria
;
Casalini, Riccardo
;
Fusai, Gianluca
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 157-187
Persistent link: https://www.econbiz.de/10012065187
Saved in:
5
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contra
Gambaro, Anna Maria
;
Casalini, Riccardo
;
Fusai, Gianluca
; …
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 117-129
Persistent link: https://www.econbiz.de/10011904636
Saved in:
6
Accurate pricing of swaptions via lower bound
Gambaro, Anna Maria
;
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 183-208)
.
2018
Persistent link: https://www.econbiz.de/10011898636
Saved in:
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