ROTONDI, FRANCESCO
ROTONDI, FRANCESCO
Dipartimento di Finanza
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Risultati 1 - 7 di 7 (tempo di esecuzione: 0.01 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
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
Valuation of general GMWB annuities in a low interest rate environment
2023 Fontana, Claudio; Rotondi, Francesco
| Titolo | Data di pubblicazione | Autore(i) | Rivista | Editore |
|---|---|---|---|---|
| American options and stochastic interest rates | 1-gen-2022 | Battauz, Anna; Rotondi, Francesco | COMPUTATIONAL MANAGEMENT SCIENCE | - |
| American options on high dividend securities: a numerical investigation | 1-gen-2019 | Rotondi, Francesco | RISKS | - |
| Efficient valuation of barrier options under equity and interest rate risks | 1-gen-2024 | Rotondi, Francesco | DECISIONS IN ECONOMICS AND FINANCE | - |
| Essays on American Options | 27-mag-2020 | Rotondi, Francesco | - | Università Bocconi |
| On horizon-consistent mean-variance portfolio allocation | 1-gen-2024 | Cerreia-Vioglio, Simone; Ortu, Fulvio; Rotondi, Francesco; Severino, Federico | ANNALS OF OPERATIONS RESEARCH | - |
| Optimal liquidation policies of redeemable shares | 1-gen-2024 | Battauz, Anna; Rotondi, Francesco | COMPUTATIONAL MANAGEMENT SCIENCE | - |
| Valuation of general GMWB annuities in a low interest rate environment | 1-gen-2023 | Fontana, Claudio; Rotondi, Francesco | INSURANCE MATHEMATICS & ECONOMICS | - |