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A binomial approximation for two-state Markovian HJM models
Costabile, Massimo; Massabo, Ivar; Russo, Emilio - In: Review of derivatives research 14 (2011) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10009272493
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A note on longest processing time algorithms for the two uniform parallel machine makespan minimization problem
Massabo, Ivar; Paletta, Giuseppe; Ruiz-Torres, Alex J. - In: Journal of scheduling 19 (2016) 2, pp. 207-211
Persistent link: https://www.econbiz.de/10011458410
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A note on posterior tight worst-case bounds for longest processing time schedules
Ho, Johnny; Massabo, Ivar; Paletta, Guiseppe; … - In: 4OR : a quarterly journal of operations research 17 (2019) 1, pp. 97-107
Persistent link: https://www.econbiz.de/10011991615
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A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio L. - In: Decisions in economics and finance : a journal of … 45 (2022) 1, pp. 415-446
Persistent link: https://www.econbiz.de/10013380577