A simple model for option pricing with jumping stochastic volatility

von Herzel, Stefano
Veröffentlicht in International journal of theoretical and applied finance (1998)

Consistent calibration of HJM models to cap implied volatilities

von Angelini, Flavio
Veröffentlicht in The journal of futures markets (2005)

Modelling the default risk in large credit portfolios

von Acciaio, Beatrice
Veröffentlicht in International journal of risk assessment and management (2010)

Consistent initial curves for interest rate models

von Angelini, Flavio
Veröffentlicht in The journal of derivatives (2002)

Explicit formulas for the minimal variance hedging strategy in a martingale case

von Angelini, Flavio
Veröffentlicht in Decisions in economics and finance (2010)

Optimal strategies with option compensation under mean reverting returns or volatilities

von Herzel, Stefano
Veröffentlicht in Computational Management Science (2019)

Active management of socially responsible portfolios

von Fabretti, Annalisa
Veröffentlicht in Entrepreneurship, finance, governance and ethics (2013)

A socially responsible portfolio selection strategy

von Herzel, Stefano
Veröffentlicht in Entrepreneurship, finance, governance and ethics (2013)

Measuring the error of dynamic hedging : a Laplace transform approach

von Angelini, Flavio
Veröffentlicht in The journal of computational finance (2010)

An approximation of caplet implied volatilities in Gaussian models

von Angelini, Flavio
Veröffentlicht in Decisions in economics and finance (2005)

Delegated portfolio management with socially responsible investment contraints

von Fabretti, A.
Veröffentlicht in The European journal of finance (2012)

Efficient option valuation using trees

von Heath, David C.
Veröffentlicht in Applied mathematical finance (2002)

Portfolio management with benchmark related incentives under mean reverting processes

von Nicolosi, Marco
Veröffentlicht in Financial Engineering and Banking Society (International Conference : 6. : 2016 : Malaga) Analytical models for financial modeling and risk management (2018)

The cost of sustainability in optimal portfolio decisions

von Herzel, Stefano
Veröffentlicht in The European journal of finance (2012)

Delegated portfolio management under ambiguity aversion

von Fabretti, Annalisa
Veröffentlicht in Operations research letters (2014)

Socially responsible and conventional investment funds : performance comparison and the global financial crisis

Veröffentlicht in Applied economics (2015)

Convex incentives in financial markets : an agent-based analysis

von Fabretti, Annalisa
Veröffentlicht in Decisions in economics and finance (2017)