Sfoglia per Autore  ZANETTE, Antonino

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Mostrati risultati da 1 a 20 di 35
Titolo Data di pubblicazione Autore(i) File
Premia: An Option Pricing Project 1-gen-1999 Martini, C; Zanette, Antonino
Parabolic ADI Methods for Pricing American Options on Two Stocks 1-gen-2002 Villeneuve, S; Zanette, Antonino
Adaptive Finite-Element-Methods for Local Volatility European Option Pricing 1-gen-2004 Ern, A; Villeneuve, S; Zanette, Antonino
Efficient binomial algorithms for pricing American Asian options 1-gen-2005 Gaudenzi, Marcellino; Lepellere, Maria Antonietta; Zanette, Antonino
Pricing and Hedging American Options by Monte Carlo Methods using a Malliavin Calculus Approach 1-gen-2005 Bally, V; L., Caramellino; Zanette, Antonino
A new binomial algorithm for pricing American pathdependent options 1-gen-2006 Gaudenzi, Marcellino; Lepellere, Maria Antonietta; Zanette, Antonino
A Mixed PDE-Monte Carlo Approach for Pricing Credit Default Index Swaptions 1-gen-2006 Bally, V; L., Caramellino; Zanette, Antonino
New insights on testing the efficiency of methods of pricing and hedging American options 1-gen-2008 Pressacco, Flavio; Gaudenzi, Marcellino; Zanette, Antonino; Ziani, Laura
A Moments and Strike Matching Binomial Algorithm for Pricing American Put Options 1-gen-2008 Jourdain, B; Zanette, Antonino
Premia: A Numerical Platform for Pricing Financial Derivatives 1-gen-2009 Sulem, A; Zanette, Antonino
Introduction Special Report Numerical Methods implemented in the Premia Software 1-gen-2009 Sulem, A.; Zanette, Antonino
Pricing American barrier options with discrete dividends by binomial trees 1-gen-2009 Gaudenzi, Marcellino; Zanette, Antonino
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model 1-gen-2009 Costabile, M; Gaudenzi, Marcellino; Massabò, I; Zanette, Antonino
Tree methods 1-gen-2010 Lelong, J; Zanette, Antonino
The Singular Points Binomial Method for pricing American path-dependent options 1-gen-2010 Gaudenzi, Marcellino; Lepellere, Maria Antonietta; Zanette, Antonino
Pricing cliquet options by tree methods 1-gen-2011 Gaudenzi, Marcellino; Zanette, Antonino
Monte Carlo Methods for pricing and hedging American Options in High Dimension 1-gen-2011 L., Caramellino; Zanette, Antonino
Pricing Ratchet equirty-indexed annuities with early surrender risk in a CIR++ model. 1-gen-2013 Wei, X; Gaudenzi, Marcellino; Zanette, Antonino
Efficient pricing of Swing options in Levy-driven models 1-gen-2013 Kudryavtsev, O; Zanette, Antonino
The Binomial Interpolated Lattice Method for Step Double Barrier Options 1-gen-2014 Appolloni, E; Gaudenzi, Marcellino; Zanette, Antonino
Mostrati risultati da 1 a 20 di 35
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