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Option pricing theory
53
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27
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27
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Fusai, Gianluca
85
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64
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19
Pouliasis, Panos K.
19
Ballotta, Laura
17
Brignone, Riccardo
15
Marazzina, Daniele
13
Nomikos, Nikos K.
12
Roncoroni, Andrea
12
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10
Caldana, Ruggero
8
Nielsen, Jens Perch
8
Sgarra, Carlo
8
Germano, Guido
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Gambaro, Anna Maria
5
Mignacca, Domenico
5
Recchioni, Maria Cristina
5
Sermpinis, Georgios
5
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4
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4
Gerrard, Russell J.
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May, Caterina
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Meucci, Attilio
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Tamvakis, Michael
4
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3
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3
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Gonzato, Luca
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Hiabu, Munir
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Longo, Giovanni
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Mousavi, Parastoo
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marchese, malvina
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2
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Symposium on Quantitative Finance and Risk Analysis <3., 2017, Kerkira>
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European journal of operational research : EJOR
11
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8
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5
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
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ECONIS (ZBW)
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21
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II
Gambaro, Anna Maria
;
Casalini, Riccardo
;
Fusai, Gianluca
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 157-187
Persistent link: https://www.econbiz.de/10012065187
Saved in:
22
Integrated structural approach to Credit Value Adjustment
Ballotta, Laura
;
Fusai, Gianluca
;
Marazzina, Daniele
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1143-1157
Persistent link: https://www.econbiz.de/10011942867
Saved in:
23
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contra
Gambaro, Anna Maria
;
Casalini, Riccardo
;
Fusai, Gianluca
; …
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 117-129
Persistent link: https://www.econbiz.de/10011904636
Saved in:
24
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 210-223
Persistent link: https://www.econbiz.de/10011882800
Saved in:
25
Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
Saved in:
26
Hilbert transform, spectral filters and option pricingh
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
Application of operations research to financial markets
,
(pp. 273-298)
.
2019
Persistent link: https://www.econbiz.de/10012157552
Saved in:
27
Electricity forward curves with thin granularity : theory and empirical evidence in the hourly EPEXspot market
Caldana, Ruggero
;
Fusai, Gianluca
;
Roncoroni, Andrea
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 715-734
Persistent link: https://www.econbiz.de/10011738512
Saved in:
28
Accurate pricing of swaptions via lower bound
Gambaro, Anna Maria
;
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 183-208)
.
2018
Persistent link: https://www.econbiz.de/10011898636
Saved in:
29
Default risk premium and asset prices
Corvino, Raffaele
;
Fusai, Gianluca
- In:
Journal of financial stability
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013455978
Saved in:
30
Handbook of multi-commodity markets and products : structuring, trading and risk management
Roncoroni, Andrea
(
ed.
);
Fusai, Gianluca
(
ed.
); …
-
2015
Persistent link: https://www.econbiz.de/10013490385
Saved in:
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