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~person:"Barbachan, José Santiago Fajardo"
~person:"Zanette, Antonino"
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Barbachan, José Santiago Fajardo
Zanette, Antonino
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Decisions in economics and finance : DEF ; a journal of applied mathematics
5
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1
Kyle equilibrium under random price pressure
Corcuera, José Manuel
;
Di Nunno, Giulia
;
Barbachan, …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012065175
Saved in:
2
Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models
Barbachan, José Santiago Fajardo
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 319-327
Persistent link: https://www.econbiz.de/10010412452
Saved in:
3
Pricing American barrier options with discrete dividends by binomial trees
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 129-148
Persistent link: https://www.econbiz.de/10003893186
Saved in:
4
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
5
A mixed PDE-Monte Carlo approcha for pricing credit default index swaptions
Bally, Vlad
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
29
(
2006
)
2
,
pp. 121-137
Persistent link: https://www.econbiz.de/10003835675
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