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Volatility
Option pricing theory
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Costabile, Massimo
4
Massabo, Ivar
3
Russo, Emilio
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Leccadito, Arturo
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Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Review of quantitative finance and accounting
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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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On pricing lookback options under the CEV process
Costabile, Massimo
- In:
Decisions in economics and finance : DEF ; a journal of …
29
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003835677
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2
A forward shooting grid method for option pricing with stochastic volatility
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10009718105
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3
A reduced lattice model for option pricing under regime-switching
Costabile, Massimo
;
Leccadito, Arturo
;
Massabo, Ivar
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 667-690
Persistent link: https://www.econbiz.de/10010433525
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4
A path-independent humped volatility model for option pricing
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 191-210
Persistent link: https://www.econbiz.de/10010187670
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