//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A binomial model for valuing e...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
8
Language
All
Undetermined
7
English
1
Author
All
Costabile, Massimo
8
Russo, Emilio
5
Massabó, Ivar
4
Gaudenzi, Marcellino
2
Massabò, Ivar
2
Zanette, Antonino
2
Massab, Ivar
1
Massabo, Ivar
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Applied mathematical finance
1
International journal of financial markets and derivatives
1
Review of quantitative finance and accounting
1
Source
All
OLC EcoSci
ECONIS (ZBW)
31
RePEc
11
EconStor
4
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A binomial model for pricing US-style average options with reset features
Costabile, Massimo
;
Massabó, Ivar
;
Russo, Emilio
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 258-273
Persistent link: https://www.econbiz.de/10009956327
Saved in:
2
A binomial model for valuing equity-linked policies embedding surrender options
Costabile, Massimo
;
Massabó, Ivar
;
Russo, Emilio
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 873-887
Persistent link: https://www.econbiz.de/10008893143
Saved in:
3
A Forward Shooting Grid Method for Option Pricing with Stochastic Volatility
Costabile, Massimo
;
Massabó, Ivar
;
Russo, Emilio
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10010052350
Saved in:
4
EFFICIENT MONTE CARLO BARRIER OPTION PRICING WHEN THE UNDERLYING SECURITY PRICE FOLLOWS A JUMP-DIFFUSION PROCESS
Costabile, Massimo
;
Massabó, Ivar
- In:
The journal of derivatives : the official publication …
17
(
2010
)
3
,
pp. 45-53
Persistent link: https://www.econbiz.de/10008393826
Saved in:
5
An adjusted binomial model for pricing Asian options
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Review of quantitative finance and accounting
27
(
2006
)
3
,
pp. 285-296
Persistent link: https://www.econbiz.de/10007285778
Saved in:
6
A Path-Independent Humped Volatility Model for Option Pricing
Costabile, Massimo
;
Massab, Ivar
;
Russo, Emilio
- In:
Applied mathematical finance
20
(
2013
)
3
,
pp. 191-210
Persistent link: https://www.econbiz.de/10010140084
Saved in:
7
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
Costabile, Massimo
;
Gaudenzi, Marcellino
;
Massabò, Ivar
; …
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 286-296
Persistent link: https://www.econbiz.de/10008882338
Saved in:
8
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
Costabile, Massimo
;
Gaudenzi, Marcellino
;
Massabò, Ivar
; …
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 286-295
Persistent link: https://www.econbiz.de/10008314486
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->