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Financial crisis: estimating t...
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Barone-Adesi, Giovanni
171
Audrino, Francesco
15
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13
Giannopoulos, Kostas
12
Sala, Carlo
12
Sorwar, Ghulam
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Allegretto, Walter
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Gagliardini, Patrick
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Barone-Adesi, G.
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Engle, Robert F.
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Urga, Giovanni
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ECONIS (ZBW)
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151
Managing Electricity Risk
Barone-Adesi, Giovanni
;
Gigli, Andrea
- In:
Economic notes : economic review of Banca Monte dei …
32
(
2003
)
2
,
pp. 283
Persistent link: https://www.econbiz.de/10006027111
Saved in:
152
Pricing Bonds and Bond Options with Default Risk
Barone, Emilio
;
Barone-Adesi, Giovanni
;
Castagna, Antonio
- In:
European financial management : the journal of the …
4
(
1998
)
2
,
pp. 231-282
Persistent link: https://www.econbiz.de/10005971500
Saved in:
153
Pricing Bonds and Bond Options with Default Risk
Barone, Emilio
;
Barone-Adesi, Giovanni
;
Castagna, Antonio
- In:
European financial management : the journal of the …
4
(
1998
)
2
,
pp. 231-282
Persistent link: https://www.econbiz.de/10005971509
Saved in:
154
Barrier Option Pricing Using Adjusted Transition Probabilities
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Theal, John
- In:
The journal of derivatives : the official publication …
16
(
2008
)
2
,
pp. 36-53
Persistent link: https://www.econbiz.de/10008153360
Saved in:
155
Cutting the hedge
Barone-Adesi, Giovanni
;
Elliott, Robert J.
- In:
Computational economics
29
(
2007
)
2
,
pp. 151-158
Persistent link: https://www.econbiz.de/10007614490
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156
Valuation of derivatives based on single-factor interest rate models
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
;
Allegretto, Walter
- In:
Global finance journal
18
(
2007
)
2
,
pp. 251-269
Persistent link: https://www.econbiz.de/10007869963
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157
A Test of Calendar Seasonalities in Stock Market Risk Implied from Index Futures Options
Barone-Adesi, Giovanni
;
Cyr, Don
- In:
International review of economics & finance : IREF
3
(
1994
)
3
,
pp. 327-340
Persistent link: https://www.econbiz.de/10007710853
Saved in:
158
Value at risk under jump GARCH processes
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
- In:
Banking and finance review
2
(
2010
)
1
,
pp. 27-36
Persistent link: https://www.econbiz.de/10009956430
Saved in:
159
Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
- In:
Applied mathematical finance
18
(
2011
)
4
,
pp. 277-290
Persistent link: https://www.econbiz.de/10009988443
Saved in:
160
A GARCH Option Pricing Model with Filtered Historical Simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2013
)
3
,
pp. 1223-1222
Persistent link: https://www.econbiz.de/10010113794
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