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~person:"Costabile, Massimo"
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Costabile, Massimo
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The journal of derivatives : the official publication of the International Association of Financial Engineers
5
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ECONIS (ZBW)
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Computing risk measures of life insurance policies through the Cox-Ross-Rubinstein model
Costabile, Massimo
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 86-94
Persistent link: https://www.econbiz.de/10011968701
Saved in:
2
A forward shooting grid method for option pricing with stochastic volatility
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10009718105
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3
A Forward Shooting Grid Method for Option Pricing with Stochastic Volatility
Costabile, Massimo
;
Massabó, Ivar
;
Russo, Emilio
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10010052350
Saved in:
4
EFFICIENT MONTE CARLO BARRIER OPTION PRICING WHEN THE UNDERLYING SECURITY PRICE FOLLOWS A JUMP-DIFFUSION PROCESS
Costabile, Massimo
;
Massabó, Ivar
- In:
The journal of derivatives : the official publication …
17
(
2010
)
3
,
pp. 45-53
Persistent link: https://www.econbiz.de/10008393826
Saved in:
5
A simplified approach to approximate diffusion processes widely used in finance
Costabile, Massimo
;
Massabó, Ivar
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 65-85
Persistent link: https://www.econbiz.de/10003961022
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