Narrow search
Showing 1 - 10 of 13
Cover Image
Computationally simple lattice methods for option and bond pricing
Costabile, Massimo; Leccadito, Arturo; Massabó, Ivar - In: Decisions in economics and finance : DEF ; a journal of … 32 (2009) 2, pp. 161-181
Persistent link: https://www.econbiz.de/10003893191
Cover Image
An adjusted binomial model for pricing Asian options
Costabile, Massimo; Massabó, Ivar; Russo, Emilio - In: Review of quantitative finance and accounting 27 (2006) 3, pp. 285-296
Persistent link: https://www.econbiz.de/10003374247
Cover Image
On pricing lookback options under the CEV process
Costabile, Massimo - In: Decisions in economics and finance : DEF ; a journal of … 29 (2006) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10003835677
Cover Image
A combinatorial approach for pricing Parisian options
Costabile, Massimo - In: Decisions in economics and finance : DEF ; a journal of … 25 (2002) 2, pp. 111-125
Persistent link: https://www.econbiz.de/10001722903
Cover Image
A bivariate lattice model to compute risk measures in life insurance policies
Costabile, Massimo - In: The journal of derivatives : JOD 28 (2021) 3, pp. 123-139
Persistent link: https://www.econbiz.de/10012486033
Cover Image
A binomial model for pricing US-style average options with reset features
Costabile, Massimo; Massabo, Ivar; Russo, Emilio - In: International journal of financial markets and derivatives 1 (2010) 3, pp. 258-273
Persistent link: https://www.econbiz.de/10008665670
Cover Image
A forward shooting grid method for option pricing with stochastic volatility
Costabile, Massimo; Massabo, Ivar; Russo, Emilio - In: The journal of derivatives : the official publication … 20 (2012) 2, pp. 67-78
Persistent link: https://www.econbiz.de/10009718105
Cover Image
Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee
Costabile, Massimo - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 597-600
Persistent link: https://www.econbiz.de/10010227933
Cover Image
A reduced lattice model for option pricing under regime-switching
Costabile, Massimo; Leccadito, Arturo; Massabo, Ivar; … - In: Review of quantitative finance and accounting 42 (2014) 4, pp. 667-690
Persistent link: https://www.econbiz.de/10010433525
Cover Image
A binomial approximation for two-state Markovian HJM models
Costabile, Massimo; Massabo, Ivar; Russo, Emilio - In: Review of derivatives research 14 (2011) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10009272493