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Numerical evaluation of the critical price and American options
Allegretto, Walter; Barone-Adesi, Giovanni; Elliott, … - 1994
Persistent link: https://www.econbiz.de/10000899141
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Option pricing with regularized fractional Brownian motions
Aldabe, F. - In: Geld, Finanzwirtschaft, Banken und Versicherungen : …, (pp. 379-397). 1997
Persistent link: https://www.econbiz.de/10001298418
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Numerical evaluation of the critical price and American options
Allegretto, Walter; Barone-Adesi, Giovanni; Elliott, … - In: The European journal of finance 1 (1995) 1, pp. 69-78
Persistent link: https://www.econbiz.de/10001192799
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Pricing the treasury bond futures contract as the minimum value of deliverable bond prices
Barone-Adesi, Giovanni; Elliott, Robert J. - In: Review of futures markets 8 (1989) 3, pp. 438-444
Persistent link: https://www.econbiz.de/10001099129
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Stochastic processes, finance and control : a Festschrift in honor of Robert J. Elliott
Cohen, Samuel N. (ed.); Madan, Dilip B. (ed.);  … - 2012
This title consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering--
Persistent link: https://www.econbiz.de/10012658655
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Maximum likelihood tests of option pricing models
Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 1 (1986), pp. 181-192
Persistent link: https://www.econbiz.de/10001339366
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Arbitrage equilibrium with skewed asset returns
Barone-Adesi, Giovanni - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 3, pp. 299-313
Persistent link: https://www.econbiz.de/10001873815
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The saga of the American put
Barone-Adesi, Giovanni - In: Journal of banking & finance 29 (2005) 11, pp. 2909-2918
Persistent link: https://www.econbiz.de/10003121063
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The design of new derivative markets
Barone-Adesi, Giovanni - In: Risk management in commodity markets : from shipping to …, (pp. 51-59). 2008
Persistent link: https://www.econbiz.de/10003787690