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~subject:"Option pricing theory"
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Search: person:"Gambarelli, Luca"
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Italy
Option pricing theory
Capital income
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Gambarelli, Luca
4
Muzzioli, Silvia
3
Elyasiani, Elyas
2
De Baets, Bernard
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Pennetta, Daniela
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Applied economics
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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ECONIS (ZBW)
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Banks' attitude to partnership as an antecedent of open banking platforms : structural determinants and effects on performance in the Italian context
Pennetta, Daniela
;
Gambarelli, Luca
-
2023
Persistent link: https://www.econbiz.de/10014320297
Saved in:
2
The information content of corridor volatility measures during calm and turmoil periods
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 454-473
Persistent link: https://www.econbiz.de/10012137889
Saved in:
3
Option implied moments obtained through fuzzy regression
Muzzioli, Silvia
;
Gambarelli, Luca
;
De Baets, Bernard
- In:
Fuzzy optimization and decision making : a journal of …
19
(
2020
)
2
,
pp. 211-238
Persistent link: https://www.econbiz.de/10012225083
Saved in:
4
The use of option prices to assess the skewness risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
Saved in:
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