Narrow search
Showing 1 - 4 of 4
Cover Image
Computationally simple lattice methods for option and bond pricing
Costabile, Massimo; Leccadito, Arturo; Massabó, Ivar - In: Decisions in Economics and Finance 32 (2009) 2, pp. 161-181
Persistent link: https://www.econbiz.de/10005015141
Cover Image
A discrete-time algorithm for pricing double barrier options
Costabile, Massimo - In: Decisions in Economics and Finance 24 (2001) 1, pp. 49-58
Persistent link: https://www.econbiz.de/10010818292
Cover Image
notes and comments: A discrete-time algorithmfor pricing double barrier options
Costabile, Massimo - In: Decisions in Economics and Finance 24 (2001) 1, pp. 49-59
Persistent link: https://www.econbiz.de/10005622544
Cover Image
On pricing lookback options under the CEV process
Costabile, Massimo - In: Decisions in Economics and Finance 29 (2006) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10005622613