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Author ID: massabo.ivar Recent zbMATH articles by "Massabó, Ivar"
Published as: Massabó, Ivar; Massabò, Ivar; Massabò, I.
External Links: ORCID · dblp
Documents Indexed: 49 Publications since 1973, including 1 Book
Co-Authors: 30 Co-Authors with 41 Joint Publications
557 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

39 Publications have been cited 233 times in 188 Documents Cited by Year
Option pricing under regime-switching jump-diffusion models. Zbl 1314.91206
Costabile, Massimo; Leccadito, Arturo; Massabó, Ivar; Russo, Emilio
31
2014
Global several-parameter bifurcation and continuation theorems: a unified approach via complementing maps. Zbl 0519.58024
Fitzpatrick, Patrick M.; Massabó, Ivar; Pejsachowicz, Jacobo
19
1983
Degree theory for equivariant maps. I. Zbl 0695.58006
Ize, Jorge; Massabó, Ivar; Vignoli, Alfonso
18
1989
Elliptic eigenvalue problems with discontinuous nonlinearities. Zbl 0408.35070
Massabó, Ivar; Stuart, Charles A.
16
1978
Semilinear elliptic equations with the primitive of the nonlinearity interacting with the first eigenvalue. Zbl 0741.35013
de Figueiredo, Djairo G.; Massabò, Ivar
15
1991
On the connectivity properties of the solution set of parametrized families of compact vector fields. Zbl 0562.47048
Massabò, Ivar; Pejsachowicz, Jacobo
15
1984
Degree theory for equivariant maps, the general \(S^ 1\)-action. Zbl 0785.58008
Ize, Jorge; Massabó, Ivar; Vignoli, Alfonso
12
1992
A binomial model for valuing equity-linked policies embedding surrender options. Zbl 1141.91496
Costabile, Massimo; Massabó, Ivar; Russo, Emilio
11
2008
Positive eigenvectors of k-set contractions. Zbl 0422.47030
Massabó, Ivar; Stuart, Charles A.
11
1979
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model. Zbl 1231.91167
Costabile, Massimo; Gaudenzi, Marcellino; Massabò, Ivar; Zanette, Antonino
8
2009
Structure and dimension of global branches of solutions to multiparameter nonlinear equations. Zbl 0578.58005
Ize, Jorge; Massabó, Ivar; Pejsachowicz, Jacobo; Vignoli, Alfonso
8
1985
Positive eigenvalues for elliptic equations with discontinuous nonlinearities. Zbl 0393.35050
Massabó, Ivar
8
1978
Lipschitz and Darbo conditions for the superposition operator in ideal spaces. Zbl 0638.47063
Appell, Jürgen; Massabò, Ivar; Vignoli, Alfonso; Zabrejko, P. P.
5
1988
On the covering dimension of the set of solutions of some nonlinear equations. Zbl 0656.35045
Fitzpatrick, Patrick M.; Massabó, Ivar; Pejsachowicz, Jacobo
5
1986
Complementing maps, continuation and global bifurcation. Zbl 0544.47052
Fitzpatrick, Patrick M.; Massabò, Ivar; Pejsachowicz, Jacobo
5
1983
Generalized topological degree and bifurcation. Zbl 0601.58018
Geba, K.; Massabó, Ivar; Vignoli, Alfonso
4
1986
Set-valued perturbations of differential equations at resonance. Zbl 0452.47078
Conti, G.; Massabó, Ivar; Nistri, P.
4
1980
A note on longest processing time algorithms for the two uniform parallel machine makespan minimization problem. Zbl 1341.90054
Massabò, Ivar; Paletta, Giuseppe; Ruiz-Torres, Alex J.
3
2016
Computing finite-time survival probabilities using multinomial approximations of risk models. Zbl 1401.91122
Costabile, M.; Massabò, I.; Russo, E.
3
2015
Global results on continuation and bifurcation for equivariant maps. Zbl 0601.58042
Ize, Jorge; Massabó, Ivar; Vignoli, Alfonso
3
1986
Elliptic boundary value problems at resonance with discontinuous nonlinearities. Zbl 0456.35030
Massabó, Ivar
3
1980
Moment based approaches to Value the Risk of contingent claim portfolios. Zbl 1163.91404
Iaquinta, Gaetano; Lamantia, Fabio; Massabò, Ivar; Ortobelli, Sergio
3
2009
A lattice approach to evaluate participating policies in a stochastic interest rate framework. Zbl 1460.91217
Costabile, Massimo; Massabó, Ivar; Russo, Emilio; Staino, Alessandro
3
2021
On pricing contingent claims under the double Heston model. Zbl 1262.91147
Costabile, M.; Massabò, I.; Russo, E.
2
2012
A multistage stochastic programming approach for capital budgeting problems under uncertainty. Zbl 1258.91117
Beraldi, Patrizia; Violi, Antonio; De Simone, Francesco; Costabile, Massimo; Massabò, Ivar; Russo, Emilio
2
2013
On pricing arithmetic average reset options with multiple reset dates in a lattice framework. Zbl 1218.91168
Costabile, Massimo; Massabó, Ivar; Russo, Emilio
2
2011
A result on the existence of infinitely many solutions of a nonlinear elliptic boundary value problem at resonance. Zbl 0438.35057
Massabó, Ivar; Nistri, P.; Pera, M. P.
2
1980
A shifted tree model for the efficient evaluation of options with fixed dividends. Zbl 1473.91021
Costabile, Massimo; Massabò, Ivar; Russo, Emilio
1
2018
A binomial approximation for two-state Markovian HJM models. Zbl 1213.91159
Costabile, Massimo; Massabó, Ivar; Russo, Emilio
1
2011
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion. Zbl 1507.91220
Costabile, Massimo; Massabó, Ivar; Russo, Emilio; Staino, Alessandro
1
2023
On the construction of fixed-points for a class of non-linear mappings. Zbl 0307.47052
Massabó, Ivar
1
1974
The global \(n\)-dimensional connected structure of solutions of underdetermined nonlinear equations. Zbl 0632.58007
Fitzpatrick, Patrick M.; Massabò, Ivar; Pejsachowicz, Jacobo
1
1985
Unbounded components of solutions for equations of Birkhoff-Kellogg type. Zbl 0588.47071
Massabó, Ivar
1
1985
On the Euler characteristic of equivariant gradient vector fields. Zbl 0712.57011
Geba, K.; Massabò, Ivar; Vignoli, Alfonso
1
1990
A topological degree for multivalued A-proper maps in Banach spaces. Zbl 0353.47028
Massabó, Ivar; Nistri, Paolo
1
1976
A global description of the periodic solutions of some ordinary differential equations. Zbl 0594.34038
Fitzpatrick, Patrick M.; Massabó, Ivar; Pejsachowicz, Jacobo
1
1984
Nonlinear multiparameter equations: structure and topological dimension of global branches of solutions. Zbl 0624.58004
Ize, Jorge; Massabó, Ivar; Pejsachowicz, Jacobo; Vignoli, Alfonso
1
1986
On the connectivity properties of the solution set of infinitely- parametrized families of vector fields. Zbl 0494.58025
Alexander, J. C.; Massabó, Ivar; Pejsachowicz, Jacobo
1
1982
Computationally simple lattice methods for option and bond pricing. Zbl 1176.91152
Costabile, Massimo; Leccadito, Arturo; Massabó, Ivar
1
2009
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion. Zbl 1507.91220
Costabile, Massimo; Massabó, Ivar; Russo, Emilio; Staino, Alessandro
1
2023
A lattice approach to evaluate participating policies in a stochastic interest rate framework. Zbl 1460.91217
Costabile, Massimo; Massabó, Ivar; Russo, Emilio; Staino, Alessandro
3
2021
A shifted tree model for the efficient evaluation of options with fixed dividends. Zbl 1473.91021
Costabile, Massimo; Massabò, Ivar; Russo, Emilio
1
2018
A note on longest processing time algorithms for the two uniform parallel machine makespan minimization problem. Zbl 1341.90054
Massabò, Ivar; Paletta, Giuseppe; Ruiz-Torres, Alex J.
3
2016
Computing finite-time survival probabilities using multinomial approximations of risk models. Zbl 1401.91122
Costabile, M.; Massabò, I.; Russo, E.
3
2015
Option pricing under regime-switching jump-diffusion models. Zbl 1314.91206
Costabile, Massimo; Leccadito, Arturo; Massabó, Ivar; Russo, Emilio
31
2014
A multistage stochastic programming approach for capital budgeting problems under uncertainty. Zbl 1258.91117
Beraldi, Patrizia; Violi, Antonio; De Simone, Francesco; Costabile, Massimo; Massabò, Ivar; Russo, Emilio
2
2013
On pricing contingent claims under the double Heston model. Zbl 1262.91147
Costabile, M.; Massabò, I.; Russo, E.
2
2012
On pricing arithmetic average reset options with multiple reset dates in a lattice framework. Zbl 1218.91168
Costabile, Massimo; Massabó, Ivar; Russo, Emilio
2
2011
A binomial approximation for two-state Markovian HJM models. Zbl 1213.91159
Costabile, Massimo; Massabó, Ivar; Russo, Emilio
1
2011
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model. Zbl 1231.91167
Costabile, Massimo; Gaudenzi, Marcellino; Massabò, Ivar; Zanette, Antonino
8
2009
Moment based approaches to Value the Risk of contingent claim portfolios. Zbl 1163.91404
Iaquinta, Gaetano; Lamantia, Fabio; Massabò, Ivar; Ortobelli, Sergio
3
2009
Computationally simple lattice methods for option and bond pricing. Zbl 1176.91152
Costabile, Massimo; Leccadito, Arturo; Massabó, Ivar
1
2009
A binomial model for valuing equity-linked policies embedding surrender options. Zbl 1141.91496
Costabile, Massimo; Massabó, Ivar; Russo, Emilio
11
2008
Degree theory for equivariant maps, the general \(S^ 1\)-action. Zbl 0785.58008
Ize, Jorge; Massabó, Ivar; Vignoli, Alfonso
12
1992
Semilinear elliptic equations with the primitive of the nonlinearity interacting with the first eigenvalue. Zbl 0741.35013
de Figueiredo, Djairo G.; Massabò, Ivar
15
1991
On the Euler characteristic of equivariant gradient vector fields. Zbl 0712.57011
Geba, K.; Massabò, Ivar; Vignoli, Alfonso
1
1990
Degree theory for equivariant maps. I. Zbl 0695.58006
Ize, Jorge; Massabó, Ivar; Vignoli, Alfonso
18
1989
Lipschitz and Darbo conditions for the superposition operator in ideal spaces. Zbl 0638.47063
Appell, Jürgen; Massabò, Ivar; Vignoli, Alfonso; Zabrejko, P. P.
5
1988
On the covering dimension of the set of solutions of some nonlinear equations. Zbl 0656.35045
Fitzpatrick, Patrick M.; Massabó, Ivar; Pejsachowicz, Jacobo
5
1986
Generalized topological degree and bifurcation. Zbl 0601.58018
Geba, K.; Massabó, Ivar; Vignoli, Alfonso
4
1986
Global results on continuation and bifurcation for equivariant maps. Zbl 0601.58042
Ize, Jorge; Massabó, Ivar; Vignoli, Alfonso
3
1986
Nonlinear multiparameter equations: structure and topological dimension of global branches of solutions. Zbl 0624.58004
Ize, Jorge; Massabó, Ivar; Pejsachowicz, Jacobo; Vignoli, Alfonso
1
1986
Structure and dimension of global branches of solutions to multiparameter nonlinear equations. Zbl 0578.58005
Ize, Jorge; Massabó, Ivar; Pejsachowicz, Jacobo; Vignoli, Alfonso
8
1985
The global \(n\)-dimensional connected structure of solutions of underdetermined nonlinear equations. Zbl 0632.58007
Fitzpatrick, Patrick M.; Massabò, Ivar; Pejsachowicz, Jacobo
1
1985
Unbounded components of solutions for equations of Birkhoff-Kellogg type. Zbl 0588.47071
Massabó, Ivar
1
1985
On the connectivity properties of the solution set of parametrized families of compact vector fields. Zbl 0562.47048
Massabò, Ivar; Pejsachowicz, Jacobo
15
1984
A global description of the periodic solutions of some ordinary differential equations. Zbl 0594.34038
Fitzpatrick, Patrick M.; Massabó, Ivar; Pejsachowicz, Jacobo
1
1984
Global several-parameter bifurcation and continuation theorems: a unified approach via complementing maps. Zbl 0519.58024
Fitzpatrick, Patrick M.; Massabó, Ivar; Pejsachowicz, Jacobo
19
1983
Complementing maps, continuation and global bifurcation. Zbl 0544.47052
Fitzpatrick, Patrick M.; Massabò, Ivar; Pejsachowicz, Jacobo
5
1983
On the connectivity properties of the solution set of infinitely- parametrized families of vector fields. Zbl 0494.58025
Alexander, J. C.; Massabó, Ivar; Pejsachowicz, Jacobo
1
1982
Set-valued perturbations of differential equations at resonance. Zbl 0452.47078
Conti, G.; Massabó, Ivar; Nistri, P.
4
1980
Elliptic boundary value problems at resonance with discontinuous nonlinearities. Zbl 0456.35030
Massabó, Ivar
3
1980
A result on the existence of infinitely many solutions of a nonlinear elliptic boundary value problem at resonance. Zbl 0438.35057
Massabó, Ivar; Nistri, P.; Pera, M. P.
2
1980
Positive eigenvectors of k-set contractions. Zbl 0422.47030
Massabó, Ivar; Stuart, Charles A.
11
1979
Elliptic eigenvalue problems with discontinuous nonlinearities. Zbl 0408.35070
Massabó, Ivar; Stuart, Charles A.
16
1978
Positive eigenvalues for elliptic equations with discontinuous nonlinearities. Zbl 0393.35050
Massabó, Ivar
8
1978
A topological degree for multivalued A-proper maps in Banach spaces. Zbl 0353.47028
Massabó, Ivar; Nistri, Paolo
1
1976
On the construction of fixed-points for a class of non-linear mappings. Zbl 0307.47052
Massabó, Ivar
1
1974
all top 5

Cited by 275 Authors

14 Massabó, Ivar
7 Krawcewicz, Wieslaw Z.
6 Russo, Emilio
5 Appell, Jürgen
5 Mawhin, Jean
5 Wu, Jianhong
4 Balanov, Zalman I.
4 Costabile, Massimo
4 Dai, Guowei
4 Fitzpatrick, Patrick Michael
4 Ize, Jorge
4 Pavlenko, Vyacheslav Nikolaevich
4 Pejsachowicz, Jacobo
4 Potapov, Dmitriĭ Konstantinovich
4 Rybicki, Sławomir Maciej
4 Vignoli, Alfonso
3 Bereanu, Cristian
3 De Pascale, Espedito
3 Felmer, Patricio L.
3 Furtado, Marcelo Fernandes
3 Gan, Xiaoting
3 Ma, Ruyun
3 Papageorgiou, Nikolaos S.
3 Staino, Alessandro
3 Tangman, Désiré Yannick
3 Väth, Martin
3 Yin, Junfeng
3 Zabreĭko, Pëtr Petrovich
2 Antman, Stuart S.
2 Ballestra, Luca Vincenzo
2 Borisovich, Yuriĭ Grigor’evich
2 Cantrell, Robert Stephen
2 Chang, Kung-Ching
2 Ching, Wai-Ki
2 Costa, David Goldstein
2 Dai, Tian-Shyr
2 De Angelis, Paolo
2 Guedes de Figueiredo, Djairo
2 Deng, Guohe
2 Douchet, Jacques
2 Fabozzi, Frank J.
2 Gęba, Kazimierz
2 Gel’man, Boris Danielovich
2 Gossez, Jean-Pierre
2 Hu, Shouchuan
2 Izydorek, Marek
2 Kielhöfer, Hansjörg
2 Kim, In-Sook
2 Kim, Kyong-Hui
2 Kryszewski, Wojciech
2 Li, Rui
2 Marano, Salvatore Angelo
2 Martelli, Mario
2 Martire, Antonio Luciano
2 Miyagaki, Olimpio Hiroshi
2 Myshkis, Anatoliĭ Dmitrievich
2 Obukhovskiĭ, Valeriĭ Vladimirovich
2 O’Regan, Donal
2 Petryshyn, Walter Wolodymyr
2 Schechter, Martin
2 Siu, Tak Kuen
2 Solan, Eilon
2 Solan, Omri Nisan
2 Tehrani, Hossein Torabi
2 Thakoor, Nawdha
2 Tour, Geraldine
2 Yang, Qingqing
2 Yang, Sharon S.
2 Zanette, Antonino
2 Zanolin, Fabio
2 Ziveyi, Jonathan
2 Zou, Wenming
1 Abbaszadeh, Mostafa
1 Agarwal, Ravi P.
1 Aguilar, Jean-Philippe
1 Ahmadi, Zaniar
1 Ahmadian, Davood
1 Akhmerov, Ramil R.
1 Alonso-Ayuso, Antonio
1 Andreoli, Alessandro
1 Arcoya, David
1 Arias, Margarita
1 Azari, Hossein
1 Bao, Jiguang
1 Bartłomiejczyk, Piotr
1 Bartsch, Thomas J.
1 Beraldi, Patrizia
1 Bourne, David P.
1 Briani, Maya
1 Burmeister, Wolfgang
1 Campos, Juan
1 Cao, Xiaofei
1 Capietto, Anna
1 Caramellino, Lucia
1 Carvallo, Felipe
1 Cerami, Giovanna
1 Chang, Yong-Kui
1 Chekroun, Mickaël D.
1 Chen, Yingzi
1 Ciancio, Claudio
...and 175 more Authors
all top 5

Cited in 85 Serials

15 Nonlinear Analysis. Theory, Methods & Applications
13 Journal of Mathematical Analysis and Applications
13 Journal of Differential Equations
10 Insurance Mathematics & Economics
9 Transactions of the American Mathematical Society
7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
5 Journal of Computational and Applied Mathematics
4 Annals of Operations Research
3 Computers & Mathematics with Applications
3 Mathematical Methods in the Applied Sciences
3 Journal of Soviet Mathematics
3 Numerical Functional Analysis and Optimization
3 Rendiconti del Seminario Matemàtico e Fisico di Milano
3 Mathematical and Computer Modelling
3 International Journal of Computer Mathematics
3 Discrete Dynamics in Nature and Society
3 Communications in Nonlinear Science and Numerical Simulation
3 Scandinavian Actuarial Journal
3 Decisions in Economics and Finance
3 Journal of Fixed Point Theory and Applications
2 Annali di Matematica Pura ed Applicata. Serie Quarta
2 Communications in Partial Differential Equations
2 European Journal of Operational Research
2 Bulletin of the American Mathematical Society. New Series
2 Journal of Dynamics and Differential Equations
2 Communications in Contemporary Mathematics
2 Nonlinear Analysis. Real World Applications
2 Quantitative Finance
2 Advances in Applied Mathematics and Mechanics
2 East Asian Journal on Applied Mathematics
1 American Mathematical Monthly
1 Discrete Applied Mathematics
1 Mathematical Notes
1 Physica A
1 Reports on Mathematical Physics
1 Rocky Mountain Journal of Mathematics
1 Applied Mathematics and Optimization
1 Computing
1 Journal of Functional Analysis
1 Kodai Mathematical Journal
1 Manuscripta Mathematica
1 Mathematische Annalen
1 Mathematics and Computers in Simulation
1 Mathematische Nachrichten
1 Mathematische Zeitschrift
1 Mathematika
1 Proceedings of the American Mathematical Society
1 Rendiconti del Circolo Matemàtico di Palermo. Serie II
1 Rendiconti del Seminario Matematico della Università di Padova
1 SIAM Journal on Numerical Analysis
1 Siberian Mathematical Journal
1 Topology and its Applications
1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
1 Applied Numerical Mathematics
1 Journal of Economic Dynamics & Control
1 Applied Mathematics Letters
1 Journal of Scientific Computing
1 Numerical Algorithms
1 Communications in Statistics. Theory and Methods
1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 Topological Methods in Nonlinear Analysis
1 Computational and Applied Mathematics
1 Complexity
1 Engineering Analysis with Boundary Elements
1 Journal of Difference Equations and Applications
1 Sbornik: Mathematics
1 Matematicheskie Trudy
1 Probability in the Engineering and Informational Sciences
1 Methodology and Computing in Applied Probability
1 Qualitative Theory of Dynamical Systems
1 Discrete and Continuous Dynamical Systems. Series B
1 Acta Mathematica Scientia. Series B. (English Edition)
1 ASTIN Bulletin
1 Journal of Applied Mathematics and Computing
1 4OR
1 Review of Derivatives Research
1 Analysis and Applications (Singapore)
1 Fixed Point Theory and Applications
1 Journal of Industrial and Management Optimization
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Optimization Letters
1 Sankhyā. Series B
1 Annals of Finance
1 Journal of Applied Analysis and Computation

Citations by Year