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Titolo Data di pubblicazione Autore(i) File
Repeated spatial extrapolation: An extraordinarily efficient approach for option pricing 1-gen-2014 Ballestra, Luca Vincenzo
An analysis of a model for the diffusion of engineering innovations under multi-firm competition 1-gen-2014 Ballestra, Luca Vincenzo; DEL GIUDICE, M.; DELLA PERUTA, M. R.
A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate 1-gen-2014 Ballestra, Luca Vincenzo; Pacelli, G.
A highly accurate finite element method to price discrete double barrier options 1-gen-2014 Golbabai, A.; Ballestra, Luca Vincenzo; Ahmadian, D.
Valuing risky debt: A new model combining structural information with the reduced-form approach 1-gen-2014 Ballestra, Luca Vincenzo; Pacelli, G.
Stability switches and bifurcation analysis of a time delay model for the diffusion of a new technology 1-gen-2014 Ballestra, Luca Vincenzo; Guerrini, L.; Pacelli, G.
Pricing American options under the constant elasticity of variance model: An extension of the method by Barone-Adesi and Whaley 1-gen-2015 Ballestra, Luca Vincenzo; Cecere, L.
Computing survival probabilities based on stochastic differential models 1-gen-2015 Andreoli, A.; Ballestra, Luca Vincenzo; Pacelli, G.
Pricing European and American options by radial basis point interpolation 1-gen-2015 Rad, J. A.; Parand, K.; Ballestra, Luca Vincenzo
The impact of the interest rate volatility on the valuation of investment strategies 1-gen-2015 Ballestra, Luca Vincenzo; Pacelli, G.; Radi, D.
Mostrati risultati da 21 a 30 di 30
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