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A discrete-time approach to ev...
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CAPM
Option pricing theory
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Russo, Emilio
4
Staino, Alessandro
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Costabile, Massimo
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Decisions in economics and finance : a journal of applied mathematics
1
International journal of theoretical and applied finance
1
Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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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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2
A flexible lattice model for pricing contingent claims under multiple risk factors
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10011968670
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3
A lattice-based model for evaluating bonds and interest-sensitive claims under stochastic volatility
Russo, Emilio
;
Staino, Alessandro
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011892605
Saved in:
4
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
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