FUSAI, Gianluca
FUSAI, Gianluca
Dipartimento di Studi per l'Economia e l'Impresa
"La struttura per scadenza dei tassi di interesse" e "Appendice matematico statistica"
1993-01-01 Fusai, Gianluca
A general closed-form spread option pricing formula
2013-01-01 Caldana, Ruggero; Fusai, Gianluca
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II
2019-01-01 Gambaro, A. M.; Casalini, R.; Fusai, G.; Ghilarducci, A.
A Note on the Analytical Pricing of Commodity Asian-Style Options under Discrete Monitoring
2007-01-01 Fusai, Gianluca; Marena, M; Roncoroni, A.
Accurate pricing of swaptions via Lower Bound
2017-01-01 Gambaro, ANNA MARIA; Caldana, Ruggero; Fusai, Gianluca
An exact analytical solution for discrete barrier options
2006-01-01 Fusai, Gianluca; I., DAVID ABRAHAMS; Carlo, Sgarra
Analysis of Quadrature Methods for Pricing Discrete Barrier Options
2006-01-01 Fusai, Gianluca; Recchioni, M. C.
Applications of Laplace transform for evaluating occupation time options and other derivatives
2001-01-01 Fusai, Gianluca
Approximate pricing of swaptions in affine and quadratic models
2017-01-01 Gambaro, ANNA MARIA; Caldana, Ruggero; Fusai, Gianluca
Assessing Views
2003-01-01 Fusai, Gianluca; Meucci, Attilio
Correction: Exchange Option under Jump-diffusion Dynamics
2014-01-01 Caldana, Ruggero; Cheang, Gerald H. L.; Chiarella, Carl; Fusai, Gianluca
Corridor Derivatives and Arc-Sine Law
2000-01-01 Fusai, Gianluca
Corridor Options
2010-01-01 Fusai, Gianluca
Counterparty credit risk in a multivariate structural model with jumps
2015-01-01 Fusai, Gianluca; Ballotta, Laura
Default risk premium and asset prices
In corso di stampa Corvino, Raffaele; Fusai, Gianluca
Discrete Extrema of Brownian Motion and Pricing of Exotic Options
2007-01-01 Fusai, Gianluca; Atkinson, C.
Dynamic Value at Risk Measures under Optimal and Suboptimal Portfolio Policies
2001-01-01 Fusai, Gianluca; Luciano, E.
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market
2017-01-01 Caldana, Ruggero; Fusai, Gianluca; Roncoroni, Andrea
Estimation of Multivariate Asset Models with Jumps
2018-01-01 Loregian, A.; Ballota, L.; Fusai, G.; Perez, M. F.
Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options
2018-01-01 Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido