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Exotic options with Lévy processes : the Markovian approach
Ortobelli Lozza, Sergio; Staino, Alessandro - In: Investment management and financial innovations 8 (2011) 1, pp. 140-156
Persistent link: https://www.econbiz.de/10009910719
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PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS
LOZZA, SERGIO ORTOBELLI; SHALIT, HAIM; FABOZZI, FRANK J. - In: International journal of theoretical and applied finance 16 (2013) 5
Persistent link: https://www.econbiz.de/10010155224
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On the no-arbitrage condition in option implied trees
Moriggia, V.; Muzzioli, S.; Torricelli, C. - In: European journal of operational research : EJOR 193 (2009) 1, pp. 212-221
Persistent link: https://www.econbiz.de/10008161290
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Pricing nondiversifiable credit risk in the corporate Eurobond market
Abaffy, J.; Bertocchi, M.; Dupačová, J.; Moriggia, V.; … - In: Journal of banking & finance 31 (2007) 8, pp. 2233-2264
Persistent link: https://www.econbiz.de/10007757885
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Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study
Bertocchi, Marida; Moriggia, Vittorio; Dupacová, Jitka - 2000
Persistent link: https://www.econbiz.de/10008217312
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Horizon and stages in applications of stochastic programming in finance
Bertocchi, Marida; Moriggia, Vittorio; Dupaová, Jitka - 2006
Persistent link: https://www.econbiz.de/10008222754
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Technology convergence on telecommunications systems integration
Arruda Filho, Emílio J. M.; Biffignandi, Silvia; … - In: International journal of management and network … 1 (2008/09) 2, pp. 129-159
Persistent link: https://www.econbiz.de/10009893317
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A nonparametric model for analysis of the EURO bond market
Abaffy, Jozsef; Bertocchi, Marida; Dupacová, Jitka; … - In: Journal of economic dynamics & control 27 (2003) 6, pp. 1113-1132
Persistent link: https://www.econbiz.de/10006764031