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Designing and pricing guarantee options in defined contribution pension plans
Consiglio, Andrea; Tumminello, Michele; Zenios, Stauros … - In: Insurance / Mathematics & economics 65 (2015), pp. 267-279
Persistent link: https://www.econbiz.de/10011428673
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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
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Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea; Zenios, Stauros Andrea - 2018
Persistent link: https://www.econbiz.de/10011884964
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Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of economic dynamics & control 88 (2018), pp. 137-155
Persistent link: https://www.econbiz.de/10011973933
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Controlling currency risk with options or forwards
Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: Handbook of financial engineering, (pp. 245-278). 2008
Persistent link: https://www.econbiz.de/10003753682
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Pricing options on scenario trees
Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: Journal of banking & finance 32 (2008) 2, pp. 283-298
Persistent link: https://www.econbiz.de/10003647220
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Special double issue: Computational financial modelling
Zenios, Stauros Andrea (contributor) - 1997
Persistent link: https://www.econbiz.de/10001525317
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Special issue: High-performance computing for financial planning
Zenios, Stauros Andrea (contributor) - 2003
Persistent link: https://www.econbiz.de/10001734597
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Integrated dynamic models for hedging international portfolio risks
Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: European journal of operational research : EJOR 285 (2020) 1, pp. 48-65
Persistent link: https://www.econbiz.de/10012239474
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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