FUSAI, Gianluca

FUSAI, Gianluca  

Dipartimento di Studi per l'Economia e l'Impresa  

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Titolo Data di pubblicazione Autore(i) File
"La struttura per scadenza dei tassi di interesse" e "Appendice matematico statistica" 1-gen-1993 Fusai, Gianluca
A general closed-form spread option pricing formula 1-gen-2013 Caldana, Ruggero; Fusai, Gianluca
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II 1-gen-2019 Gambaro, A. M.; Casalini, R.; Fusai, G.; Ghilarducci, A.
A Note on the Analytical Pricing of Commodity Asian-Style Options under Discrete Monitoring 1-gen-2007 Fusai, Gianluca; Marena, M; Roncoroni, A.
Accurate pricing of swaptions via Lower Bound 1-gen-2017 Gambaro, ANNA MARIA; Caldana, Ruggero; Fusai, Gianluca
An exact analytical solution for discrete barrier options 1-gen-2006 Fusai, Gianluca; I., DAVID ABRAHAMS; Carlo, Sgarra
Analysis of Quadrature Methods for Pricing Discrete Barrier Options 1-gen-2006 Fusai, Gianluca; Recchioni, M. C.
Applications of Laplace transform for evaluating occupation time options and other derivatives 1-gen-2001 Fusai, Gianluca
Approximate pricing of swaptions in affine and quadratic models 1-gen-2017 Gambaro, ANNA MARIA; Caldana, Ruggero; Fusai, Gianluca
Assessing Views 1-gen-2003 Fusai, Gianluca; Meucci, Attilio
Correction: Exchange Option under Jump-diffusion Dynamics 1-gen-2014 Caldana, Ruggero; Cheang, Gerald H. L.; Chiarella, Carl; Fusai, Gianluca
Corridor Derivatives and Arc-Sine Law 1-gen-2000 Fusai, Gianluca
Corridor Options 1-gen-2010 Fusai, Gianluca
Counterparty credit risk in a multivariate structural model with jumps 1-gen-2015 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 1-gen-2007 Fusai, Gianluca; Atkinson, C.
Dynamic Value at Risk Measures under Optimal and Suboptimal Portfolio Policies 1-gen-2001 Fusai, Gianluca; Luciano, E.
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market 1-gen-2017 Caldana, Ruggero; Fusai, Gianluca; Roncoroni, Andrea
Estimation of Multivariate Asset Models with Jumps 1-gen-2018 Loregian, A.; Ballota, L.; Fusai, G.; Perez, M. F.
Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options 1-gen-2018 Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido