Lattice-based model for pricing contingent claims under mixed fractional Brownian motion von Costabile, Massimo, Massabó, Ivar, Russo, Emilio, Staino, Alessandro

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Capacity investment under uncertainty: The effect of volume flexibility von De Giovanni, Domenico, Massabò, Ivar

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A lattice approach to evaluate participating policies in a stochastic interest rate framework von Costabile, Massimo, Massabó, Ivar, Russo, Emilio, Staino, Alessandro

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Option pricing under regime-switching jump–diffusion models von Costabile, Massimo, Leccadito, Arturo, Massabó, Ivar, Russo, Emilio

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A multistage stochastic programming approach for capital budgeting problems under uncertainty von Beraldi, P., Violi, A., De Simone, F., Costabile, M., Massabo, I., Russo, E.

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A shifted tree model for the efficient evaluation of options with fixed dividends von Costabile, Massimo, Massabò, Ivar, Russo, Emilio

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A reduced lattice model for option pricing under regime-switching von Costabile, Massimo, Leccadito, Arturo, Massabó, Ivar, Russo, Emilio

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A note on longest processing time algorithms for the two uniform parallel machine makespan minimization problem von Massabò, Ivar, Paletta, Giuseppe, Ruiz-Torres, Alex J.

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A note on posterior tight worst-case bounds for longest processing time schedules von Ho, Johnny C., Massabò, Ivar, Paletta, Giuseppe, Ruiz-Torres, Alex J.

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The dynamics of the S&P 500 under a crisis context: Insights from a three-regime switching model von Cerboni Baiardi, Lorenzo, Costabile, Massimo, de Giovanni, Domenico, Lamantia, Fabio, Leccadito, Arturo, Massabo, Ivar, Menzietti, Massimiliano, Pirra, Marco, Russo, Emilio, Staino, Alessandro

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On pricing arithmetic average reset options with multiple reset dates in a lattice framework von Costabile, Massimo, Massabó, Ivar, Russo, Emilio

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A Path-Independent Humped Volatility Model for Option Pricing von Costabile, Massimo, Massabó, Ivar, Russo, Emilio

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Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model von Costabile, Massimo, Gaudenzi, Marcellino, Massabò, Ivar, Zanette, Antonino

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A binomial model for valuing equity-linked policies embedding surrender options von Costabile, Massimo, Massabó, Ivar, Russo, Emilio

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Moment based approaches to value the risk of contingent claim portfolios von Iaquinta, Gaetano, Lamantia, Fabio, Massabò, Ivar, Ortobelli, Sergio

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A binomial approximation for two-state Markovian HJM models von Costabile, Massimo, Massabó, Ivar, Russo, Emilio

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An adjusted binomial model for pricing Asian options von Costabile, Massimo, Massabó, Ivar, Russo, Emilio

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Computationally simple lattice methods for option and bond pricing von Costabile, Massimo, Leccadito, Arturo, Massabó, Ivar

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The Dynamics of the S P 500 under a Crisis Context: Insights from a Three-Regime Switching Model von Lorenzo Cerboni Baiardi, Massimo Costabile, Domenico De Giovanni, Fabio Lamantia, Arturo Leccadito, Ivar Massabó, Massimiliano Menzietti, Marco Pirra, Emilio Russo, Alessandro Staino

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Moment based approaches to value the risk of contingent claim portfoliosf von Iaquinta, Gaetano, Lamantia, Fabio, Massabò, Ivar, Ortobelli, Sergio

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