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~isPartOf:"Applied economics letters"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The review of financial studies"
~person:"Barone-Adesi, Giovanni"
~type_genre:"Aufsatz in Zeitschrift"
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ECONIS (ZBW)
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1
Numerical evaluation of the critical price and American options
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Elliott, …
- In:
The European journal of finance
1
(
1995
)
1
,
pp. 69-78
Persistent link: https://www.econbiz.de/10001192799
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2
Barrier option pricing using adjusted transition probabilities
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Theal, John
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 36-53
Persistent link: https://www.econbiz.de/10003795257
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3
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
4
Testing market efficiency with the pricing kernel
Barone-Adesi, Giovanni
;
Sala, Carlo
- In:
The European journal of finance
25
(
2019
)
13
,
pp. 1166-1193
Persistent link: https://www.econbiz.de/10012207068
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