ROTONDI, FRANCESCO
ROTONDI, FRANCESCO
Dipartimento di Finanza
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Risultati 1 - 9 di 9 (tempo di esecuzione: 0.013 secondi).
American options and stochastic interest rates
2022 Battauz, Anna; Rotondi, Francesco
American options on high dividend securities: a numerical investigation
2019 Rotondi, Francesco
Efficient valuation of barrier options under equity and interest rate risks
2024 Rotondi, Francesco
Essays on American Options
2020 Rotondi, Francesco
Linking futures and options pricing in the natural gas market
2025 Rotondi, Francesco
On horizon-consistent mean-variance portfolio allocation
2024 Cerreia-Vioglio, Simone; Ortu, Fulvio; Rotondi, Francesco; Severino, Federico
Optimal liquidation policies of redeemable shares
2024 Battauz, Anna; Rotondi, Francesco
Seasonality and spikes in the natural gas market
2025 Rotondi, Francesco
Valuation of general GMWB annuities in a low interest rate environment
2023 Fontana, Claudio; Rotondi, Francesco