ORTU, FULVIO
ORTU, FULVIO
Dipartimento di Finanza
"Arbitrage, Linear Programming and Martingales in Securities Markets Bid-Ask Spreads"
2001 Ortu, Fulvio
"Generic Existence and Robust Non-Existence of Numeraires in Finite-Dimensional Securities Markets"
2000 Bruno, Girotto; Ortu, Fulvio
"Pricing Equity-Linked Life Insurance with Endogenous Minimum Guarantees"
1993 Anna Rita, Bacinello; Ortu, Fulvio
A persistence-based Wold-type decomposition for stationary time series
2020 Ortu, Fulvio; Severino, Federico; Tamoni, Andrea; Tebaldi, Claudio
A spectral estimation of tempered stable stochastic volatility models and option pricing
2012 Li, Junye; Favero, Carlo; Ortu, Fulvio
Arbitrage theory in discrete and continuous time : lecture notes for the course Quantitative finance and derivatives
2009 Battauz, Anna; Ortu, Fulvio
Arbitrage theory in discrete and continuous time: lecture notes for the course Quantitative finance and derivatives: cod. 8444
2009 Battauz, Anna; Ortu, Fulvio
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates
1999 Anna Rita, Bacinello; Ortu, Fulvio
Consumption and Portfolio Policies with Incomplete Markets and Short-Sales Constraints in the Finite Dimensional Case: Some Remarks
1994 Brunio, Girotto; Ortu, Fulvio
Dynamic versus one-period completeness in event-tree security markets
2007 Battauz, Anna; Ortu, Fulvio
| Titolo | Data di pubblicazione | Autore(i) | Rivista | Editore |
|---|---|---|---|---|
| "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 |
| "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 |
| "Pricing Equity-Linked Life Insurance with Endogenous Minimum Guarantees" | 1-gen-1993 | Anna Rita, Bacinello; Ortu, Fulvio | INSURANCE MATHEMATICS & ECONOMICS | - |
| A persistence-based Wold-type decomposition for stationary time series | 1-gen-2020 | Ortu, Fulvio; Severino, Federico; Tamoni, Andrea; Tebaldi, Claudio | QUANTITATIVE 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 | - |
| 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 |
| 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 |
| 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 |
| Dynamic versus one-period completeness in event-tree security markets | 1-gen-2007 | Battauz, Anna; Ortu, Fulvio | ECONOMIC THEORY | - |