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Costabile, Massimo
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6
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5
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4
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2
Antonietta Lepellere, Maria
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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OLC EcoSci
ECONIS (ZBW)
47
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EconStor
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Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
Costabile, Massimo
;
Gaudenzi, Marcellino
;
Massabò, Ivar
; …
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 286-295
Persistent link: https://www.econbiz.de/10008314486
Saved in:
2
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
Costabile, Massimo
;
Gaudenzi, Marcellino
;
Massabò, Ivar
; …
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 286-296
Persistent link: https://www.econbiz.de/10008882338
Saved in:
3
The singular points binomial method for pricing American path-dependent options
Gaudenzi, Marcellino
;
Zanette, Antonino
;
Antonietta …
- In:
The journal of computational finance
14
(
2010
)
1
,
pp. 29-57
Persistent link: https://www.econbiz.de/10008713887
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4
New insights on testing the efficiency of methods of pricing and hedging American options
Pressacco, Flavio
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
European journal of operational research : EJOR
185
(
2008
)
1
,
pp. 235-254
Persistent link: https://www.econbiz.de/10007895581
Saved in:
5
An adjusted binomial model for pricing Asian options
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Review of quantitative finance and accounting
27
(
2006
)
3
,
pp. 285-296
Persistent link: https://www.econbiz.de/10007285778
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6
Parabolic ADI Methods for Pricing American Options on Two Stocks
Villeneuve, Stephane
;
Zanette, Antonino
- In:
Mathematics of operations research
27
(
2002
)
1
,
pp. 121-149
Persistent link: https://www.econbiz.de/10006418593
Saved in:
7
A binomial model for valuing equity-linked policies embedding surrender options
Costabile, Massimo
;
Massabó, Ivar
;
Russo, Emilio
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 873-886
Persistent link: https://www.econbiz.de/10008057666
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8
A Path-Independent Humped Volatility Model for Option Pricing
Costabile, Massimo
;
Massab, Ivar
;
Russo, Emilio
- In:
Applied mathematical finance
20
(
2013
)
3
,
pp. 191-210
Persistent link: https://www.econbiz.de/10010140084
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9
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:
10
A binomial model for pricing US-style average options with reset features
Costabile, Massimo
;
Massabó, Ivar
;
Russo, Emilio
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 258-273
Persistent link: https://www.econbiz.de/10009956327
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