CALDANA, RUGGERO
CALDANA, RUGGERO
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A general closed-form spread option pricing formula
2013-01-01 Caldana, Ruggero; Fusai, Gianluca
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
Correction: Exchange Option under Jump-diffusion Dynamics
2014-01-01 Caldana, Ruggero; Cheang, Gerald H. L.; Chiarella, Carl; Fusai, Gianluca
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market
2017-01-01 Caldana, Ruggero; Fusai, Gianluca; Roncoroni, Andrea
General closed-form basket option pricing bounds
2015-01-01 Caldana, Ruggero; Fusai, Gianluca; Gnoatto, Alessandro; Grasselli, Martino
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A general closed-form spread option pricing formula | 1-gen-2013 | Caldana, Ruggero; Fusai, Gianluca | |
| 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 | |
| Correction: Exchange Option under Jump-diffusion Dynamics | 1-gen-2014 | Caldana, Ruggero; Cheang, Gerald H. L.; Chiarella, Carl; Fusai, Gianluca | |
| Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market | 1-gen-2017 | Caldana, Ruggero; Fusai, Gianluca; Roncoroni, Andrea | |
| General closed-form basket option pricing bounds | 1-gen-2015 | Caldana, Ruggero; Fusai, Gianluca; Gnoatto, Alessandro; Grasselli, Martino |