Sfoglia per Autore  ORTU, FULVIO

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Mostrati risultati da 1 a 20 di 21
Titolo Data di pubblicazione Autore(i) Rivista Editore
"Pricing Equity-Linked Life Insurance with Endogenous Minimum Guarantees" 1-gen-1993 Anna Rita, Bacinello; Ortu, Fulvio INSURANCE MATHEMATICS & ECONOMICS -
Consumption and Portfolio Policies with Incomplete Markets and Short-Sales Constraints in the Finite Dimensional Case: Some Remarks 1-gen-1994 Brunio, Girotto; Ortu, Fulvio MATHEMATICAL FINANCE Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591
Valuation of sinking-fund bonds in the Vasicek and CIR frameworks 1-gen-1996 Ortu, Fulvio; A. R. BACINELLO, P. STUCCHI APPLIED MATHEMATICAL FINANCE -
Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results 1-gen-1996 Anna Rita, Bacinello; Ortu, Fulvio EUROPEAN JOURNAL OF OPERATIONAL RESEARCH Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598
Existence of equivalent Martingale measures in finite dimensional securities markets 1-gen-1996 Girotto, Bruno; Ortu, Fulvio JOURNAL OF ECONOMIC THEORY Academic Press Incorporated:6277 Sea Harbor Drive:Orlando, FL 32887:(800)543-9534, (407)345-4100, EMAIL: ap@acad.com, INTERNET: http://www.idealibrary.com, Fax: (407)352-3445
Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets 1-gen-1997 Girotto, Bruno; Ortu, Fulvio JOURNAL OF MATHEMATICAL ECONOMICS Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates 1-gen-1999 Anna Rita, Bacinello; Ortu, Fulvio APPLIED MATHEMATICAL FINANCE Routledge Limited:11 New Fetter Lane, London EC4P 4EE United Kingdom:011 44 20 75839855, INTERNET: http://journals.routledge.com, Fax: 011 44 20 7330245
"Generic Existence and Robust Non-Existence of Numeraires in Finite-Dimensional Securities Markets" 1-gen-2000 Bruno, Girotto; Ortu, Fulvio MATHEMATICAL FINANCE Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591
"Arbitrage, Linear Programming and Martingales in Securities Markets Bid-Ask Spreads" 1-gen-2001 Ortu, Fulvio DECISIONS IN ECONOMICS AND FINANCE Springer-Verlag Italia Srl:via Decembrio 28, 20137 Milan Italy:011 39 2 5425971, EMAIL: riccardi@springer.it, Fax: 011 39 2 55193360
Effective securities in arbitrage-free markets with bid-ask spreads at liquidation: a linear programming characterization 1-gen-2006 Baccara, M.; Battauz, Anna; Ortu, Fulvio JOURNAL OF ECONOMIC DYNAMICS & CONTROL primo editore:North-Holland, Amsterdam attuale:Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598
Dynamic versus one-period completeness in event-tree security markets 1-gen-2007 Battauz, Anna; Ortu, Fulvio ECONOMIC THEORY -
Teoria dell'arbitraggio in tempo discreto e continuo : materiale didattico per il corso di Finanza quantitativa e derivati 1-gen-2009 Battauz, Anna; Ortu, Fulvio - EGEA
Arbitrage theory in discrete and continuous time : lecture notes for the course Quantitative finance and derivatives 1-gen-2009 Battauz, Anna; Ortu, Fulvio - EGEA
Arbitrage theory in discrete and continuous time: lecture notes for the course Quantitative finance and derivatives: cod. 8444 1-gen-2009 Battauz, Anna; Ortu, Fulvio - EGEA
Intertemporal asset pricing and the marginal utility of wealth 1-gen-2011 Battauz, Anna; De Donno, Marzia; Ortu, Fulvio JOURNAL OF MATHEMATICAL ECONOMICS -
A spectral estimation of tempered stable stochastic volatility models and option pricing 1-gen-2012 Li, Junye; Favero, Carlo; Ortu, Fulvio COMPUTATIONAL STATISTICS & DATA ANALYSIS -
Long-run risk and the persistence of consumption shocks 1-gen-2013 Ortu, Fulvio; Tamoni, Andrea; Tebaldi, Claudio THE REVIEW OF FINANCIAL STUDIES -
Envelope theorems in Banach lattices and asset pricing 1-gen-2015 Battauz, Anna; De Donno, Marzia; Ortu, Fulvio MATHEMATICS AND FINANCIAL ECONOMICS -
Optimal asset allocation with heterogeneous persistent shocks and myopic and intertemporal hedging demand 1-gen-2019 Di Virgilio, Domenica; Ortu, Fulvio; Severino, Federico; Tebaldi, Claudio - World Scientific
Implications of return predictability for consumption dynamics and asset pricing 1-gen-2020 Favero, Carlo A.; Ortu, Fulvio; Tamoni, Andrea; Yang, Haoxi JOURNAL OF BUSINESS & ECONOMIC STATISTICS -
Mostrati risultati da 1 a 20 di 21
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