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Titolo Data di pubblicazione Autore(i) File
Levy Processes and Option Pricing by Recursive Quadrature 1-gen-2009 Fusai, Gianluca; Longo, Giovanni; Marena, M; Recchioni, M. C.
Implementing Models in Quantitative Finance: Methods and Cases 1-gen-2008 Fusai, Gianluca; Roncoroni, A.
Pricing financial claims contingent upon an underlying asset monitored at discrete times 1-gen-2007 Fusai, Gianluca; Green, R; Abrahams, D.
A Note on the Analytical Pricing of Commodity Asian-Style Options under Discrete Monitoring 1-gen-2007 Fusai, Gianluca; Marena, M; Roncoroni, A.
Pricing Discretely Monitored Asian Options under Lévy processes 1-gen-2007 Fusai, Gianluca; Meucci, A.
Discrete Extrema of Brownian Motion and Pricing of Exotic Options 1-gen-2007 Fusai, Gianluca; Atkinson, C.
Grid Based Full Portfolio Revaluation for VaR Computation 1-gen-2006 Fusai, Gianluca
Grid based full portfolio revaluation for VaR computation 1-gen-2006 Roberto, Chinelli; Daniele, Demartini; Fusai, Gianluca; Longo, Giovanni; Marina, Marena
Analysis of Quadrature Methods for Pricing Discrete Barrier Options 1-gen-2006 Fusai, Gianluca; Recchioni, M. C.
An exact analytical solution for discrete barrier options 1-gen-2006 Fusai, Gianluca; I., DAVID ABRAHAMS; Carlo, Sgarra
Pricing Asian options via Fourier and Laplace transforms 1-gen-2004 Fusai, Gianluca
Assessing Views 1-gen-2003 Fusai, Gianluca; Meucci, Attilio
Valuation of Exotic Options using Moments 1-gen-2003 D'Amico, M.; Fusai, Gianluca; Tagliani, A.
Pricing of Asian Options: new insights 1-gen-2002 Fusai, Gianluca; Tagliani, A.
Implied Volatility Derivatives and Risk Neutral Model for Market Volatility 1-gen-2001 Fusai, Gianluca; Amerio, E.; Vulcano, A.
Dynamic Value at Risk Measures under Optimal and Suboptimal Portfolio Policies 1-gen-2001 Fusai, Gianluca; Luciano, E.
Applications of Laplace transform for evaluating occupation time options and other derivatives 1-gen-2001 Fusai, Gianluca
Numerical Valuation of occupation derivatives: discrete and continuous monitoring 1-gen-2001 Fusai, Gianluca; Tagliani, A.
Corridor Derivatives and Arc-Sine Law 1-gen-2000 Fusai, Gianluca
Inflation Targeting e Struttura dei rendimenti 1-gen-1994 Fusai, Gianluca
Mostrati risultati da 41 a 60 di 61
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