E-LIB Suche - Ergebnisse für: Bufalo, Michele

1

Addressing the financial impact of natural disasters in the..:

Bufalo, Michele ; Ceci, Claudia ; Orlando, Giuseppe
The North American Journal of Economics and Finance. 73 (2024) - p. 102152 , 2024

Link: https://doi.org/10.1016/..

2

Modelling the industrial production of electric and gas uti..:

Ceci, Claudia ; Bufalo, Michele ; Orlando, Giuseppe
Mathematics and Financial Economics. 18 (2024) 1 - p. 1-25 , 2024

Link: https://doi.org/10.1007/..

3

Smart betas, return models and the tangency portfolio weigh..:

Lennartsson, Jan ; Ekman, Claes ; Bufalo, Michele
PLOS ONE. 19 (2024) 6 - p. e0305736 , 2024

Link: https://doi.org/10.1371/..

4

Modeling volatility of disaster-affected populations: A non..:

Ascione, Giacomo ; Bufalo, Michele ; Orlando, Giuseppe
Communications in Nonlinear Science and Numerical Simulation. 130 (2024) - p. 107761 , 2024

Link: https://doi.org/10.1016/..

5

Credit default swap spreads modeling and forecasting with a..:

Ascione, Giacomo ; Bufalo, Michele ; Orlando, Giuseppe
Journal of Computational and Applied Mathematics. 451 (2024) - p. 115993 , 2024

Link: https://doi.org/10.1016/..

6

A Compound Up-and-In Call like Option for Wind Projects Pri..:

Bufalo, Michele ; Di Bari, Antonio ; Villani, Giovanni
Risks. 11 (2023) 5 - p. 90 , 2023

Link: https://doi.org/10.3390/..

7

A three-factor stochastic model for forecasting production ..:

Bufalo, Michele ; Orlando, Giuseppe
Finance Research Letters. 51 (2023) - p. 103356 , 2023

Link: https://doi.org/10.1016/..

8

Flexibility to switch project size: A real option applicati..:

Biancardi, Marta ; Bufalo, Michele ; Di Bari, Antonio.
Communications in Nonlinear Science and Numerical Simulation. 116 (2023) - p. 106869 , 2023

Link: https://doi.org/10.1016/..

9

Some Properties of the Computation of the Modular Inverse w..:

Bufalo, Michele ; Bufalo, Daniele ; Orlando, Giuseppe
Computation. 11 (2023) 4 - p. 70 , 2023

Link: https://doi.org/10.3390/..

10

A valuation of a corn ethanol plant through a compound opti..:

Biancardi, Marta ; Bufalo, Michele ; Di Bari, Antonio.
Annals of Operations Research. 336 (2023) 1-2 - p. 1063-1087 , 2023

Link: https://doi.org/10.1007/..

11

A new algorithm to find prime numbers with less memory requ..:

Bufalo, Daniele ; Bufalo, Michele ; Orlando, Giuseppe.
Journal of Discrete Mathematical Sciences & Cryptography. 26 (2023) 4 - p. 1213-1236 , 2023

Link: https://doi.org/10.47974..

12

Modelling bursts and chaos regularization in credit risk wi..:

Orlando, Giuseppe ; Bufalo, Michele
Finance Research Letters. 47 (2022) - p. 102599 , 2022

Link: https://doi.org/10.1016/..

13

An improved Barone-Adesi Whaley formula for turbulent marke..:

Bufalo, Michele ; Orlando, Giuseppe
Journal of Computational and Applied Mathematics. 406 (2022) - p. 113993 , 2022

Link: https://doi.org/10.1016/..

14

Forecasting portfolio returns with skew‐geometric Brownian ..:

Bufalo, Michele ; Liseo, Brunero ; Orlando, Giuseppe
Applied Stochastic Models in Business and Industry. 38 (2022) 4 - p. 620-650 , 2022

Link: https://doi.org/10.1002/..

15

Exploiting deterministic features in apparently stochastic ..:

Stoop, Ruedi ; Orlando, Giuseppe ; Bufalo, Michele.
Scientific Reports. 12 (2022) 1 - p. , 2022

Link: https://doi.org/10.1038/..