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Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Computational Management Science : CMS
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International journal of economics and finance
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Quantitative finance
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Stochastic optimization: theory and applications
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Enhance and protect portfolio returns : a dynamic put spread optimization
De Giuli, Maria Elena
;
Montagna, Dennis
;
Naldi, Federica
; …
- In:
International journal of economics and finance
11
(
2019
)
12
,
pp. 66-74
Persistent link: https://www.econbiz.de/10012197483
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Brexit news propagation in financial systems : multidimensional visibility networks for market volatility dynamics
De Giuli, Maria Elena
;
Flori, Andrea
;
Lazzari, Daniela
; …
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 973-995
Persistent link: https://www.econbiz.de/10013367878
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Calibration of one-factor and two-factor Hull-White models using swaptions
Russo, Vincenzo
;
Torri, Gabriele
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011993481
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4
Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
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5
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
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