Sfoglia per Autore CALDANA, RUGGERO
Mostrati risultati da 1 a 6 di 6
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market
2017-01-01 Caldana, Ruggero; Fusai, Gianluca; Roncoroni, Andrea
Accurate pricing of swaptions via Lower Bound
2017-01-01 Gambaro, ANNA MARIA; Caldana, Ruggero; Fusai, Gianluca
Approximate pricing of swaptions in affine and quadratic models
2017-01-01 Gambaro, ANNA MARIA; Caldana, Ruggero; Fusai, Gianluca
General closed-form basket option pricing bounds
2015-01-01 Caldana, Ruggero; Fusai, Gianluca; Gnoatto, Alessandro; Grasselli, Martino
Correction: Exchange Option under Jump-diffusion Dynamics
2014-01-01 Caldana, Ruggero; Cheang, Gerald H. L.; Chiarella, Carl; Fusai, Gianluca
A general closed-form spread option pricing formula
2013-01-01 Caldana, Ruggero; Fusai, Gianluca
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market | 1-gen-2017 | Caldana, Ruggero; Fusai, Gianluca; Roncoroni, Andrea | |
Accurate pricing of swaptions via Lower Bound | 1-gen-2017 | Gambaro, ANNA MARIA; Caldana, Ruggero; Fusai, Gianluca | |
Approximate pricing of swaptions in affine and quadratic models | 1-gen-2017 | Gambaro, ANNA MARIA; Caldana, Ruggero; Fusai, Gianluca | |
General closed-form basket option pricing bounds | 1-gen-2015 | Caldana, Ruggero; Fusai, Gianluca; Gnoatto, Alessandro; Grasselli, Martino | |
Correction: Exchange Option under Jump-diffusion Dynamics | 1-gen-2014 | Caldana, Ruggero; Cheang, Gerald H. L.; Chiarella, Carl; Fusai, Gianluca | |
A general closed-form spread option pricing formula | 1-gen-2013 | Caldana, Ruggero; Fusai, Gianluca |
Mostrati risultati da 1 a 6 di 6
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