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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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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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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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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
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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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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. 873-887
Persistent link: https://www.econbiz.de/10008893143