Characterization of convex premium principles

von Cardin, Marta
Veröffentlicht in Mathematical and statistical methods in insurance and finance (2008)

Valuing risky debt : a new model combining structural information with the reduced-form approach

von Ballestra, Luca Vincenzo
Veröffentlicht in Insurance / Mathematics & economics (2014)

A numerical method to price defaultable bonds based on the Madan and Unal credit risk model

von Ballestra, Luca Vincenzo
Veröffentlicht in Applied mathematical finance (2009)

The constant elasticity of variance model : calibration, test and evidence from the Italian equity market

von Ballestra, Luca Vincenzo
Veröffentlicht in Applied financial economics (2011)

On a variational formulation used in credit risk modeling

von Pacelli, Graziella
Veröffentlicht in Finance research letters (2010)

Pricing European and American options with two stochastic factors : a highly efficient radial basis function approach

von Ballestra, Luca Vincenzo
Veröffentlicht in Journal of economic dynamics & control (2013)

Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices : an application of nonlinear filtering theory

von Mariani, Francesca
Veröffentlicht in Optimization letters (2008)

An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk

von Ballestra, Luca Vincenzo
Veröffentlicht in Insurance / Mathematics & economics (2012)

The Heston stochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the Italian financial market

von Ballestra, Luca Vincenzo
Veröffentlicht in The international journal of business and finance research (2007)

Valuing investment projects under interest rate risk : empirical evidence from European firms

von Ballestra, Luca Vincenzo
Veröffentlicht in Applied economics (2017)

Pricing credit default swaps under multifactor reduced-form models : a differential quadrature approach

von Andreoli, Alessandro
Veröffentlicht in Computational economics (2018)

A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model

von Ballestra, Luca Vincenzo
Veröffentlicht in Journal of banking & finance (2007)

A hybrid method for pricing European options based on multiple assets with transaction costs

von Pacelli, Graziella
Veröffentlicht in Applied mathematical finance (1999)

Modeling CDS spreads : a comparison of some hybrid approaches

von Ballestra, Luca Vincenzo
Veröffentlicht in Journal of empirical finance (2020)

The changing role of salespeople and the unchanging feeling toward selling : implications for the HEI programs

von Ballestra, Luca Vincenzo
Veröffentlicht in Journal of marketing education (2017)

A note on Fergusson and Platen: "application of maximum likelihood estimation to stochastic short rate models"

von Ballestra, Luca Vincenzo
Veröffentlicht in Annals of financial economics (2016)