Sfoglia per Autore
High Precision Pricing of Critical in the Money American Options
2002-01-01 Pressacco, Flavio; Ziani, Laura
An efficient segmentation method to price American put options
2002-01-01 Pressacco, Flavio; Ziani, Laura
High precision pricing and hedging of critical in the money American put options through a new binomial based method: BIM
2003-01-01 Pressacco, Flavio; Ziani, Laura
High precision hedging of American put options
2003-01-01 Pressacco, Flavio; Ziani, Laura
Binomial based method in high precision pricing and hedging of American put options
2003-01-01 Pressacco, Flavio; Ziani, Laura
High precision pricing and hedging of American put options: new insights on lattice based methods
2004-01-01 Gaudenzi, Marcellino; Pressacco, Flavio; Zanette, A; Ziani, Laura
High Precision Pricing and Hedging of American Put Options: New Insights
2004-01-01 Gaudenzi, Marcellino; Pressacco, Flavio; Antonino, Zanette; Ziani, Laura
High precision pricing and hedging of American put options
2004-01-01 Gaudenzi, M; Pressacco, Flavio; Zanette, A; Ziani, Laura
Binomial models of Executive Stock Options: some remarks
2006-01-01 Pressacco, Flavio; Sumit, Sheel; Ziani, Laura
PROFILI TECNICO-ATTUARIALI DEL CONTRATTO DI ASSICURAZIONE RAMO VITA
2006-01-01 Pressacco, Flavio; Ziani, Laura
I MERCATI FINANZIARI HIGH-TECH: UN CONFRONTO TRA VECCHIA E NUOVA EUROPA
2006-01-01 Ziani, Laura
New insights on testing the efficiency of methods of pricing and hedging American options
2008-01-01 Pressacco, Flavio; Gaudenzi, Marcellino; Zanette, Antonino; Ziani, Laura
Mean-variance efficiency in proportional reinsurance under group correlation: friendly optimization without Kuhn-Tucker theorems
2009-01-01 Pressacco, Flavio; Ziani, Laura
Mean-variance efficient strategies in proportional reinsurance under group correlation in a Gaussian framework
2009-01-01 Pressacco, Flavio; Ziani, Laura
Heuristic Decisions and Mean-Variance Efficiency in Proportional Reinsurance: the Case of Group Correlation
2009-01-01 Pressacco, Flavio; Ziani, Laura
Naive decisions and mean-variance efficiency in proportional reinsurance under group correlation.
2010-01-01 Pressacco, Flavio; Serafini, Paolo; Ziani, Laura
Bruno de Finetti forerunner of modern finance.
2010-01-01 Pressacco, Flavio; Ziani, Laura
Mean-Variance efficient strategies in proportional reinsurance under group correlation in a Gaussian framework
2011-01-01 Pressacco, Flavio; Serafini, Paolo; Ziani, Laura
Stratified sampling in finance: a methodological remark
2011-01-01 Grassetti, Luca; Pressacco, Flavio; Ziani, Laura
From efficiency to optimality in proportional reinsurance under group correlation
2011-01-01 Pressacco, Flavio; Ziani, Laura
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