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~subject:"Debt restructuring"
~subject:"International sovereign debt"
~subject:"Theory"
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Debt restructuring
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Consiglio, Andrea
37
Zenios, Stauros Andrea
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4
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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
Saved in:
2
Capacity investment under uncertainty : the effect of volume flexibility
Giovanni, Domenico de
;
Massabo, Ivar
- In:
International journal of production economics
198
(
2018
),
pp. 165-176
Persistent link: https://www.econbiz.de/10011821087
Saved in:
3
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
Saved in:
4
Time charters with purchase options in shipping: valuation and risk management
Løchte Jørgensen, Peter
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003781288
Saved in:
5
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
Saved in:
6
A model for designing callable bonds and its solution using tabu search
Consiglio, Andrea
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1445-1470
Persistent link: https://www.econbiz.de/10001222037
Saved in:
7
Scenario optimization asset and liability modeling for endowments with guarantees
Consiglio, Andrea
(
contributor
);
Cocco, Flavio
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536992
Saved in:
8
The value of integrative risk management for insurance products with guarantees
Consiglio, Andrea
(
contributor
);
Cocco, Flavio
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566867
Saved in:
9
Learning and the price dynamics of a double-auction financial market with portfolio traders
Consiglio, Andrea
;
Lacagnina, Valerio
;
Russino, Annalisa
- In:
Artificial economics : agent-based methods in finance, …
,
(pp. 216-226)
.
2006
Persistent link: https://www.econbiz.de/10003174413
Saved in:
10
The value of integrative risk management for insurance products with guarantees
Consiglio, Andrea
;
Cocco, Flavio
;
Zenios, Stauros Andrea
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 59-74)
.
2002
Persistent link: https://www.econbiz.de/10001746973
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