Option pricing under regime-switching jump-diffusion models. Zbl 1314.91206
Costabile, Massimo; Leccadito, Arturo; Massabó, Ivar; Russo, Emilio |
|
2014
|
Global several-parameter bifurcation and continuation theorems: a unified approach via complementing maps. Zbl 0519.58024
Fitzpatrick, Patrick M.; Massabó, Ivar; Pejsachowicz, Jacobo |
|
1983
|
Degree theory for equivariant maps. I. Zbl 0695.58006
Ize, Jorge; Massabó, Ivar; Vignoli, Alfonso |
|
1989
|
Elliptic eigenvalue problems with discontinuous nonlinearities. Zbl 0408.35070
Massabó, Ivar; Stuart, Charles A. |
|
1978
|
Semilinear elliptic equations with the primitive of the nonlinearity interacting with the first eigenvalue. Zbl 0741.35013
de Figueiredo, Djairo G.; Massabò, Ivar |
|
1991
|
On the connectivity properties of the solution set of parametrized families of compact vector fields. Zbl 0562.47048
Massabò, Ivar; Pejsachowicz, Jacobo |
|
1984
|
Degree theory for equivariant maps, the general \(S^ 1\)-action. Zbl 0785.58008
Ize, Jorge; Massabó, Ivar; Vignoli, Alfonso |
|
1992
|
A binomial model for valuing equity-linked policies embedding surrender options. Zbl 1141.91496
Costabile, Massimo; Massabó, Ivar; Russo, Emilio |
|
2008
|
Positive eigenvectors of k-set contractions. Zbl 0422.47030
Massabó, Ivar; Stuart, Charles A. |
|
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 |
|
2009
|
Structure and dimension of global branches of solutions to multiparameter nonlinear equations. Zbl 0578.58005
Ize, Jorge; Massabó, Ivar; Pejsachowicz, Jacobo; Vignoli, Alfonso |
|
1985
|
Positive eigenvalues for elliptic equations with discontinuous nonlinearities. Zbl 0393.35050
Massabó, Ivar |
|
1978
|
Lipschitz and Darbo conditions for the superposition operator in ideal spaces. Zbl 0638.47063
Appell, Jürgen; Massabò, Ivar; Vignoli, Alfonso; Zabrejko, P. P. |
|
1988
|
On the covering dimension of the set of solutions of some nonlinear equations. Zbl 0656.35045
Fitzpatrick, Patrick M.; Massabó, Ivar; Pejsachowicz, Jacobo |
|
1986
|
Complementing maps, continuation and global bifurcation. Zbl 0544.47052
Fitzpatrick, Patrick M.; Massabò, Ivar; Pejsachowicz, Jacobo |
|
1983
|
Generalized topological degree and bifurcation. Zbl 0601.58018
Geba, K.; Massabó, Ivar; Vignoli, Alfonso |
|
1986
|
Set-valued perturbations of differential equations at resonance. Zbl 0452.47078
Conti, G.; Massabó, Ivar; Nistri, P. |
|
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. |
|
2016
|
Computing finite-time survival probabilities using multinomial approximations of risk models. Zbl 1401.91122
Costabile, M.; Massabò, I.; Russo, E. |
|
2015
|
Global results on continuation and bifurcation for equivariant maps. Zbl 0601.58042
Ize, Jorge; Massabó, Ivar; Vignoli, Alfonso |
|
1986
|
Elliptic boundary value problems at resonance with discontinuous nonlinearities. Zbl 0456.35030
Massabó, Ivar |
|
1980
|
Moment based approaches to Value the Risk of contingent claim portfolios. Zbl 1163.91404
Iaquinta, Gaetano; Lamantia, Fabio; Massabò, Ivar; Ortobelli, Sergio |
|
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 |
|
2021
|
On pricing contingent claims under the double Heston model. Zbl 1262.91147
Costabile, M.; Massabò, I.; Russo, E. |
|
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 |
|
2013
|
On pricing arithmetic average reset options with multiple reset dates in a lattice framework. Zbl 1218.91168
Costabile, Massimo; Massabó, Ivar; Russo, Emilio |
|
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. |
|
1980
|
A shifted tree model for the efficient evaluation of options with fixed dividends. Zbl 1473.91021
Costabile, Massimo; Massabò, Ivar; Russo, Emilio |
|
2018
|
A binomial approximation for two-state Markovian HJM models. Zbl 1213.91159
Costabile, Massimo; Massabó, Ivar; Russo, Emilio |
|
2011
|
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion. Zbl 1507.91220
Costabile, Massimo; Massabó, Ivar; Russo, Emilio; Staino, Alessandro |
|
2023
|
On the construction of fixed-points for a class of non-linear mappings. Zbl 0307.47052
Massabó, Ivar |
|
1974
|
The global \(n\)-dimensional connected structure of solutions of underdetermined nonlinear equations. Zbl 0632.58007
Fitzpatrick, Patrick M.; Massabò, Ivar; Pejsachowicz, Jacobo |
|
1985
|
Unbounded components of solutions for equations of Birkhoff-Kellogg type. Zbl 0588.47071
Massabó, Ivar |
|
1985
|
On the Euler characteristic of equivariant gradient vector fields. Zbl 0712.57011
Geba, K.; Massabò, Ivar; Vignoli, Alfonso |
|
1990
|
A topological degree for multivalued A-proper maps in Banach spaces. Zbl 0353.47028
Massabó, Ivar; Nistri, Paolo |
|
1976
|
A global description of the periodic solutions of some ordinary differential equations. Zbl 0594.34038
Fitzpatrick, Patrick M.; Massabó, Ivar; Pejsachowicz, Jacobo |
|
1984
|
Nonlinear multiparameter equations: structure and topological dimension of global branches of solutions. Zbl 0624.58004
Ize, Jorge; Massabó, Ivar; Pejsachowicz, Jacobo; Vignoli, Alfonso |
|
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 |
|
1982
|
Computationally simple lattice methods for option and bond pricing. Zbl 1176.91152
Costabile, Massimo; Leccadito, Arturo; Massabó, Ivar |
|
2009
|
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion. Zbl 1507.91220
Costabile, Massimo; Massabó, Ivar; Russo, Emilio; Staino, Alessandro |
|
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 |
|
2021
|
A shifted tree model for the efficient evaluation of options with fixed dividends. Zbl 1473.91021
Costabile, Massimo; Massabò, Ivar; Russo, Emilio |
|
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. |
|
2016
|
Computing finite-time survival probabilities using multinomial approximations of risk models. Zbl 1401.91122
Costabile, M.; Massabò, I.; Russo, E. |
|
2015
|
Option pricing under regime-switching jump-diffusion models. Zbl 1314.91206
Costabile, Massimo; Leccadito, Arturo; Massabó, Ivar; Russo, Emilio |
|
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 |
|
2013
|
On pricing contingent claims under the double Heston model. Zbl 1262.91147
Costabile, M.; Massabò, I.; Russo, E. |
|
2012
|
On pricing arithmetic average reset options with multiple reset dates in a lattice framework. Zbl 1218.91168
Costabile, Massimo; Massabó, Ivar; Russo, Emilio |
|
2011
|
A binomial approximation for two-state Markovian HJM models. Zbl 1213.91159
Costabile, Massimo; Massabó, Ivar; Russo, Emilio |
|
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 |
|
2009
|
Moment based approaches to Value the Risk of contingent claim portfolios. Zbl 1163.91404
Iaquinta, Gaetano; Lamantia, Fabio; Massabò, Ivar; Ortobelli, Sergio |
|
2009
|
Computationally simple lattice methods for option and bond pricing. Zbl 1176.91152
Costabile, Massimo; Leccadito, Arturo; Massabó, Ivar |
|
2009
|
A binomial model for valuing equity-linked policies embedding surrender options. Zbl 1141.91496
Costabile, Massimo; Massabó, Ivar; Russo, Emilio |
|
2008
|
Degree theory for equivariant maps, the general \(S^ 1\)-action. Zbl 0785.58008
Ize, Jorge; Massabó, Ivar; Vignoli, Alfonso |
|
1992
|
Semilinear elliptic equations with the primitive of the nonlinearity interacting with the first eigenvalue. Zbl 0741.35013
de Figueiredo, Djairo G.; Massabò, Ivar |
|
1991
|
On the Euler characteristic of equivariant gradient vector fields. Zbl 0712.57011
Geba, K.; Massabò, Ivar; Vignoli, Alfonso |
|
1990
|
Degree theory for equivariant maps. I. Zbl 0695.58006
Ize, Jorge; Massabó, Ivar; Vignoli, Alfonso |
|
1989
|
Lipschitz and Darbo conditions for the superposition operator in ideal spaces. Zbl 0638.47063
Appell, Jürgen; Massabò, Ivar; Vignoli, Alfonso; Zabrejko, P. P. |
|
1988
|
On the covering dimension of the set of solutions of some nonlinear equations. Zbl 0656.35045
Fitzpatrick, Patrick M.; Massabó, Ivar; Pejsachowicz, Jacobo |
|
1986
|
Generalized topological degree and bifurcation. Zbl 0601.58018
Geba, K.; Massabó, Ivar; Vignoli, Alfonso |
|
1986
|
Global results on continuation and bifurcation for equivariant maps. Zbl 0601.58042
Ize, Jorge; Massabó, Ivar; Vignoli, Alfonso |
|
1986
|
Nonlinear multiparameter equations: structure and topological dimension of global branches of solutions. Zbl 0624.58004
Ize, Jorge; Massabó, Ivar; Pejsachowicz, Jacobo; Vignoli, Alfonso |
|
1986
|
Structure and dimension of global branches of solutions to multiparameter nonlinear equations. Zbl 0578.58005
Ize, Jorge; Massabó, Ivar; Pejsachowicz, Jacobo; Vignoli, Alfonso |
|
1985
|
The global \(n\)-dimensional connected structure of solutions of underdetermined nonlinear equations. Zbl 0632.58007
Fitzpatrick, Patrick M.; Massabò, Ivar; Pejsachowicz, Jacobo |
|
1985
|
Unbounded components of solutions for equations of Birkhoff-Kellogg type. Zbl 0588.47071
Massabó, Ivar |
|
1985
|
On the connectivity properties of the solution set of parametrized families of compact vector fields. Zbl 0562.47048
Massabò, Ivar; Pejsachowicz, Jacobo |
|
1984
|
A global description of the periodic solutions of some ordinary differential equations. Zbl 0594.34038
Fitzpatrick, Patrick M.; Massabó, Ivar; Pejsachowicz, Jacobo |
|
1984
|
Global several-parameter bifurcation and continuation theorems: a unified approach via complementing maps. Zbl 0519.58024
Fitzpatrick, Patrick M.; Massabó, Ivar; Pejsachowicz, Jacobo |
|
1983
|
Complementing maps, continuation and global bifurcation. Zbl 0544.47052
Fitzpatrick, Patrick M.; Massabò, Ivar; Pejsachowicz, Jacobo |
|
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 |
|
1982
|
Set-valued perturbations of differential equations at resonance. Zbl 0452.47078
Conti, G.; Massabó, Ivar; Nistri, P. |
|
1980
|
Elliptic boundary value problems at resonance with discontinuous nonlinearities. Zbl 0456.35030
Massabó, Ivar |
|
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. |
|
1980
|
Positive eigenvectors of k-set contractions. Zbl 0422.47030
Massabó, Ivar; Stuart, Charles A. |
|
1979
|
Elliptic eigenvalue problems with discontinuous nonlinearities. Zbl 0408.35070
Massabó, Ivar; Stuart, Charles A. |
|
1978
|
Positive eigenvalues for elliptic equations with discontinuous nonlinearities. Zbl 0393.35050
Massabó, Ivar |
|
1978
|
A topological degree for multivalued A-proper maps in Banach spaces. Zbl 0353.47028
Massabó, Ivar; Nistri, Paolo |
|
1976
|
On the construction of fixed-points for a class of non-linear mappings. Zbl 0307.47052
Massabó, Ivar |
|
1974
|