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Bufalo, Michele
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1

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/..
 
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2

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/..
 
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3

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/..
 
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4

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/..
 
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5

Skew–Brownian processes for estimating the volatility of cr..:

Bufalo, Michele ; Liseo, Brunero ; Orlando, Giuseppe
International Journal of Forecasting.  , 2024
Link: https://doi.org/10.1016/..
 
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6

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/..
 
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7

A strategic options game approach to support PPP investment..:

Biancardi, Marta ; Bufalo, Michele ; Di Bari, Antonio.
Annals of Operations Research.  , 2024
Link: https://doi.org/10.1007/..
 
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8

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..
 
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9

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/..
 
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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/..
 
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11

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/..
 
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12

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/..
 
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13

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/..
 
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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/..
 
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15

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/..
 
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