المؤلفون: Cristina Costantini, Marco Papi, Flavia Antonacci, Fernanda D'Ippoliti

المصدر: International Journal of Theoretical and Applied Finance. 24

مصطلحات موضوعية: Inflation, Central bank, Calibration (statistics), media_common.quotation_subject, Market data, Econometrics, Mode (statistics), Economics, General Economics, Econometrics and Finance, Finance, Interest rate, media_common, Term (time)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::d69c11384f1d8692168498ec9727c0df
https://doi.org/10.1142/s0219024921500424

المؤلفون: Cristina Costantini, Marco Papi, Fernanda D'Ippoliti

المصدر: Springer, Finance and Stochastics. 16(2):249-274

الإتاحة: https://ideas.repec.org/a/spr/finsto/v16y2012i2p249-274.html

المؤلفون: Marco Papi, Fernanda D'Ippoliti, Cristina Costantini

المصدر: Finance and Stochastics. 16:249-274

مصطلحات موضوعية: Statistics and Probability, Stochastic volatility, Mathematical finance, Mathematical analysis, Jump diffusion, Risk-neutral measure, Heston model, Applied mathematics, Asian option, Uniqueness, Boundary value problem, Statistics, Probability and Uncertainty, Finance, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::bb094d1b1538071ead352c937f3999eb
https://doi.org/10.1007/s00780-011-0166-8

المؤلفون: Claudio Albanese, Fernanda D'Ippoliti, Giacomo Pietronero

المصدر: Wilmott. 2011:50-65

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::8fbb7ba84b7201eca12d7048dc4b014c
https://doi.org/10.1002/wilm.10032

المؤلفون: Fernanda D'Ippoliti, Enrico Moretto, Sara Pasquali, Barbara Trivellato

المصدر: World Scientific Publishing Co. Pte. Ltd., International Journal of Theoretical and Applied Finance (IJTAF). 13(06):901-929

الإتاحة: https://ideas.repec.org/a/wsi/ijtafx/v13y2010i06ns0219024910006042.html

المؤلفون: Fernanda D'Ippoliti, Barbara Trivellato, Sara Pasquali, Enrico Moretto

المساهمون: Corazza, Marco, Pizzi, Claudio, D'Ippoliti, F, Moretto, E, Pasquali, S, Trivellato, B

المصدر: Scopus-Elsevier
Mathematical and Statistical Methods for Actuarial Sciences and Finance, edited by M. Corazza, C. Pizzi, pp. 133–142, 2010
info:cnr-pdr/source/autori:F. D'Ippoliti, E. Moretto, S. Pasquali, and B. Trivellato/titolo:Exact and approximated option pricing in a stochastic volatility jump-diffusion model/titolo_volume:Mathematical and Statistical Methods for Actuarial Sciences and Finance/curatori_volume:M. Corazza, C. Pizzi/editore:/anno:2010
Mathematical and Statistical Methods for Actuarial Sciences and Finance ISBN: 9788847014800

مصطلحات موضوعية: Stochastic volatility, jump-diffusion, barrier options, Financial economics, Monte Carlo methods for option pricing, Trinomial tree, Implied volatility, Heston model, Barrier option pricing, Economics, Volatility smile, Stochastic volatility jump, Applied mathematics, Binomial options pricing model, Rejection sampling, Stochastic volatility jump-diffusion model

وصف الملف: STAMPA

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0302a392868f49e8607bb3aa49cc3fb5
http://hdl.handle.net/11583/1954037

المؤلفون: Enrico Moretto, Sara Pasquali, Fernanda D'Ippoliti, Barbara Trivellato

المساهمون: D'Ippoliti, F, Moretto, E, Pasquali, S, Trivellato, B

المصدر: International journal of theoretical and applied finance 13 (2010): 901–929. doi:10.1142/S0219024910006042
info:cnr-pdr/source/autori:F. D'Ippoliti, E. Moretto, S. Pasquali, and B. Trivellato/titolo:Exact pricing with stochastic volatility and jumps/doi:10.1142%2FS0219024910006042/rivista:International journal of theoretical and applied finance/anno:2010/pagina_da:901/pagina_a:929/intervallo_pagine:901–929/volume:13

مصطلحات موضوعية: Variance swap, Monte Carlo simulation, derivative valuation, stochastic volatility jump-diffusion model, Monte Carlo simulation, derivative valuation, stochastic volatility jump-diffusion model, Stochastic volatility, Discretization, Expression (computer science), Exact algorithm, Value (economics), Econometrics, Volatility (finance), Greeks, General Economics, Econometrics and Finance, Finance, Mathematics

وصف الملف: STAMPA

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f0e4d9483f6482486134291c8db3b2ae
http://hdl.handle.net/11583/2366195

المؤلفون: Flavia Antonacci, Cristina Costantini, Fernanda D'Ippoliti, Marco Papi

المصدر: arXiv.org, Papers.

الإتاحة: https://ideas.repec.org/p/arx/papers/1911.00386.html

المؤلفون: Antonacci, Flavia

المساهمون: Costantini, Cristina (VerfasserIn); D'Ippoliti, Fernanda (VerfasserIn); Papi, Marco (VerfasserIn)

المصدر: International journal of theoretical and applied finance : River Edge, NJ [u.a.], vol 24, issue 8, pg. 1-31. 12/2021

المؤلفون: D'Ippoliti, Fernanda

المساهمون: Moretto, Enrico (Sonstige beteiligte Personen); Pasquali, Sara (Sonstige beteiligte Personen); Trivellato, Barbara (Sonstige beteiligte Personen)

المصدر: 2014