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Ciurlia, Pierangelo
7  Ergebnisse:
Personensuche X
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1

Pricing and Applications of Digital Installment Options:

Ciurlia, Pierangelo ; Gheno, Andrea ; Abd-El-Malek, Mina
Journal of Applied Mathematics.  2012 (2012)  1 - p. , 2012
Link: https://doi.org/10.1155/..
 
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2

An integral representation approach for valuing American-st..:

Ciurlia, Pierangelo
Nonlinear Analysis: Theory, Methods & Applications.  74 (2011)  16 - p. 5506-5524 , 2011
Link: https://doi.org/10.1016/..
 
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3

Valuation of European continuous-installment options:

Ciurlia, Pierangelo
Computers & Mathematics with Applications.  62 (2011)  6 - p. 2518-2534 , 2011
Link: https://doi.org/10.1016/..
 
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4

Spatial aggregation in scenario tree reduction:

, In: Mathematical and statistical methods in insurance and finance / Cira Perna (ed.); Marilena Sibillo (ed.)
Barro, Diana ; Ciurlia, Pierangelo. (2008)  - p. 27-34
Exemplare:  Zentrale:E02 a swl 603/217; BB WiWi: 11a swl 603/217a
 
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5

Valuation of American Continuous-Installment Options:

Ciurlia, Pierangelo ; Roko, Ilir
Computational Economics.  25 (2005)  1-2 - p. 143-165 , 2005
Link: https://doi.org/10.1007/..
 
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6

pricing and applications of digital installment options:

Pierangelo Ciurlia ; Andrea Gheno
url:https://www.openaccessrepository.it/communities/itmirror.  , 2012
Link: https://www.openaccessre..
 
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7

Pricing and Applications of Digital Installment Options:

Pierangelo Ciurlia ; Andrea Gheno
http://dx.doi.org/10.1155/2012/584705.  , 2012
Link: https://doi.org/10.1155/..
 
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