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Fusai, Gianluca
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Journal of banking & finance
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Dynamic value at risk under optimal and suboptimal portfolio policies
Fusai, Gianluca
;
Luciano, Elisa
- In:
European journal of operational research : EJOR
135
(
2001
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10006657855
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2
An exact analytical solution for discrete barrier options
Fusai, Gianluca
;
Abrahams, I.David
;
Sgarra, Carlo
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10008222879
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3
Analysis of quadrature methods for pricing discrete barrier options
Fusai, Gianluca
;
Recchioni, Maria Cristina
- In:
Journal of economic dynamics & control
31
(
2007
)
3
,
pp. 826-860
Persistent link: https://www.econbiz.de/10007598949
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4
Pricing discretely monitored Asian options under Lévy processes
Fusai, Gianluca
;
Meucci, Attilio
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2076-2088
Persistent link: https://www.econbiz.de/10008099631
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5
Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets
Fusai, Gianluca
;
Marena, Marina
;
Roncoroni, Andrea
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2033-2045
Persistent link: https://www.econbiz.de/10008099635
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6
Pricing discretely monitored Asian options under Lévy processes
Fusai, Gianluca
;
Meucci, Attilio
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2076-2089
Persistent link: https://www.econbiz.de/10008897705
Saved in:
7
Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets
Fusai, Gianluca
;
Marena, Marina
;
Roncoroni, Andrea
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2033-2046
Persistent link: https://www.econbiz.de/10008897709
Saved in:
8
Functional clustering and linear regression for peak load forecasting
Goia, Aldo
;
May, Caterina
;
Fusai, Gianluca
- In:
International journal of forecasting
26
(
2010
)
4
,
pp. 700-712
Persistent link: https://www.econbiz.de/10008451623
Saved in:
9
ASSET PRICE BUBBLES IN INCOMPLETE MARKETS
Green, Ross
;
Fusai, Gianluca
;
Abrahams, IDavid
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 145-186
Persistent link: https://www.econbiz.de/10008396545
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