CIURLIA, Pierangelo
CIURLIA, Pierangelo
DIPARTIMENTO DI SCIENZE DELL'ECONOMIA
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Risultati 1 - 8 di 8 (tempo di esecuzione: 0.016 secondi).
A model for pricing real estate derivatives with stochastic interest rates
2009-01-01 Ciurlia, P.; Gheno, A.
An integral representation approach for valuing American-style installment options with continuous payment plan
2011-01-01 Ciurlia, Pierangelo
On a general class of free boundary problems for European-style installment options with continuous payment plan
2011-01-01 Ciurlia, Pierangelo
Pricing and Applications of Digital Installment Options
2012-01-01 Ciurlia, Pierangelo; Gheno, Andrea
Spatial Aggregation in Scenario Tree Reduction
2006-01-01 Barro, Diana; Canestrelli, Elio; Ciurlia, Pierangelo
Spatial aggregation in scenario tree reduction
2008-01-01 Barro, D.; Canestrelli, E.; Ciurlia, P.
Valuation of American Continuous-Installment Options
2005-01-01 Ciurlia, Pierangelo; Roko, Ilir
Valuation of European continuous-installment options
2011-01-01 Ciurlia, Pierangelo
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A model for pricing real estate derivatives with stochastic interest rates | 1-gen-2009 | Ciurlia, P.; Gheno, A. | |
| An integral representation approach for valuing American-style installment options with continuous payment plan | 1-gen-2011 | Ciurlia, Pierangelo | |
| On a general class of free boundary problems for European-style installment options with continuous payment plan | 1-gen-2011 | Ciurlia, Pierangelo | |
| Pricing and Applications of Digital Installment Options | 1-gen-2012 | Ciurlia, Pierangelo; Gheno, Andrea | |
| Spatial Aggregation in Scenario Tree Reduction | 1-gen-2006 | Barro, Diana; Canestrelli, Elio; Ciurlia, Pierangelo | |
| Spatial aggregation in scenario tree reduction | 1-gen-2008 | Barro, D.; Canestrelli, E.; Ciurlia, P. | |
| Valuation of American Continuous-Installment Options | 1-gen-2005 | Ciurlia, Pierangelo; Roko, Ilir | |
| Valuation of European continuous-installment options | 1-gen-2011 | Ciurlia, Pierangelo |