ROTONDI, FRANCESCO
ROTONDI, FRANCESCO
Dipartimento di Finanza
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American options and stochastic interest rates
2022 Battauz, Anna; 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 | - |
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 | - |