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Maximum likelihood tests of option pricing models

Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 1 (1986), pp. 181-192

Persistent link: https://www.econbiz.de/10001339366

The design of new derivative markets

Barone-Adesi, Giovanni - In: Risk management in commodity markets : from shipping to …, (pp. 51-59). 2008

Persistent link: https://www.econbiz.de/10003787690

On the valuation of American put options on dividend-paying stocks

Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 3 (1988), pp. 1-13

Persistent link: https://www.econbiz.de/10001081742

The valuation of American call options and the expected ex-dividend stock price decline

Barone-Adesi, Giovanni - In: Journal of financial economics 17 (1986) 1, pp. 91-111

Persistent link: https://www.econbiz.de/10001015115

VAR without correlations for portfolios of derivative securities

Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: The journal of futures markets 19 (1999) 5, pp. 583-602

Persistent link: https://www.econbiz.de/10001410433

Managing electricity risk

Barone-Adesi, Giovanni; Gigli, Andrea - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 283-294

Persistent link: https://www.econbiz.de/10001790812

I derivati finanziari : profili economici, giuridici e finanziari

Barone-Adesi, Giovanni (contributor); … - 1993 - 1. ed

Persistent link: https://www.econbiz.de/10000876024

Backtesting derivative portfolios with filtered historical simulation (FHS)

Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: European financial management : the journal of the … 8 (2002) 1, pp. 31-58

Persistent link: https://www.econbiz.de/10001688408

Valuation of derivatives based on single-factor interest rate models

Sorwar, Ghulam; Barone-Adesi, Giovanni; Allegretto, Walter - In: Global finance journal 18 (2007) 2, pp. 251-269

Persistent link: https://www.econbiz.de/10003704514

On the lease rate, the convenience yield and speculative effects in the gold futures market

Barone-Adesi, Giovanni; Geman, Hélyette; Theal, John - 2009

By examining data on the gold forward offered rate (GOFO) and lease rates over the period 1996- 2009, we conclude that the convenience yield of gold is better approximated by the lease rate than the interest-adjusted spread of Fama amp; French (1983). Using the latter quantity, we study the...

Persistent link: https://www.econbiz.de/10003967104