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Pricing the option to surrender in incomplete markets
Consiglio, Andrea; Giovanni, Domenico De - In: The journal of risk and insurance : the journal of the … 77 (2010) 4, pp. 935-957
Persistent link: https://www.econbiz.de/10008798287
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A behavioral model of evolutionary dynamics and optimal regulation of tax evasion
Giovanni, Domenico de; Lamantia, Fabio; Pezzino, Mario - In: Structural change and economic dynamics : SC+ED 50 (2019), pp. 79-89
Persistent link: https://www.econbiz.de/10012299639
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The "wrong skewness" problem : a re-specification of stochastic frontiers
Bonanno, Graziella; Giovanni, Domenico de; Domma, Filippo - In: Journal of productivity analysis 47 (2017) 1, pp. 49-64
Persistent link: https://www.econbiz.de/10011741310
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Two hybrid models for dependent death times of couple : a common shock approach
Chaieb, Zied; Giovanni, Domenico de; Gueye, Djibril - In: Scandinavian actuarial journal 2024 (2024) 5, pp. 440-462
Persistent link: https://www.econbiz.de/10014520568
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Time charters with purchase options in shipping: valuation and risk management
Løchte Jørgensen, Peter (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003781288
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Time charters with purchase options in shipping : valuation and risk management
Løchte Jørgensen, Peter; Giovanni, Domenico de - In: Applied mathematical finance 17 (2010) 5/6, pp. 399-430
Persistent link: https://www.econbiz.de/10008797257
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Model error in enterprise-wide risk management: insurance policies with guarantees
Consiglio, Andrea; Zenios, Stavros A. - In: Advances in operational risk : firm-wide issues for …, (pp. 179-194). 2003
Persistent link: https://www.econbiz.de/10003282333
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Asset return dynamics under alternative learning schemes
Catanese, Elena; Consiglio, Andrea; Lacagnina, Valerio; … - In: Artificial economics : the generative method in …, (pp. 211-222). 2009
Persistent link: https://www.econbiz.de/10003889507
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The dynamics of quote prices in an artificial financial market with learning effects
Consiglio, Andrea; Lacagnina, Valerio; Russino, Annalisa - In: Advances in artificial economics : the economy as a …, (pp. 63-75). 2006
Persistent link: https://www.econbiz.de/10003480699
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Artificial markets modeling : methods and applications
Consiglio, Andrea (contributor) - 2007
Persistent link: https://www.econbiz.de/10003467076