Sfoglia per Rivista DECISIONS IN ECONOMICS AND FINANCE
Mostrati risultati da 1 a 7 di 7
An application of nonparametric volatility estimators to option pricing
2014-01-01 R., Kenmoe; Sanfelici, Simona
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results
2020-01-01 De Donno, M.; Magnani, M.; Menegatti, M.
Eugenio Levi and his scientific production: a note on the occasion of the 40th anniversary of his death
2010-01-01 Modesti, Paola Assunta Emilia
Galerkin Infinite Element Approximation for Pricing Barrier Options and Options with Discontinuous Payoff
2004-01-01 Sanfelici, Simona
A note on portfolio selection and stochastic dominance
2016-01-01 Menegatti, Mario
On the Relationship between Absolute Prudence and Abolute Risk Aversion
2006-01-01 Maggi, M; Magnani, M; Menegatti, Mario
Shortfall risk minimisation vs. symmetric (quadratic) hedging
2005-01-01 Favero, Gino
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
An application of nonparametric volatility estimators to option pricing | 1-gen-2014 | R., Kenmoe; Sanfelici, Simona | |
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results | 1-gen-2020 | De Donno, M.; Magnani, M.; Menegatti, M. | |
Eugenio Levi and his scientific production: a note on the occasion of the 40th anniversary of his death | 1-gen-2010 | Modesti, Paola Assunta Emilia | |
Galerkin Infinite Element Approximation for Pricing Barrier Options and Options with Discontinuous Payoff | 1-gen-2004 | Sanfelici, Simona | |
A note on portfolio selection and stochastic dominance | 1-gen-2016 | Menegatti, Mario | |
On the Relationship between Absolute Prudence and Abolute Risk Aversion | 1-gen-2006 | Maggi, M; Magnani, M; Menegatti, Mario | |
Shortfall risk minimisation vs. symmetric (quadratic) hedging | 1-gen-2005 | Favero, Gino |
Mostrati risultati da 1 a 7 di 7
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