Seguir
Alessandro Staino
Alessandro Staino
Dirección de correo verificada de unical.it
Título
Citado por
Citado por
Año
A stochastic programming model for the optimal issuance of government bonds
A Consiglio, A Staino
Annals of Operations Research 193 (1), 159-172, 2012
342012
Nested Conditional Value-at-Risk portfolio selection: A model with temporal dependence driven by market-index volatility
A Staino, E Russo
European Journal of Operational Research 280 (2), 741-753, 2020
102020
Exotic options with Lévy processes: the Markovian approach
SO Lozza, A Staino
Investment Management and Financial Innovations, 140-156, 2011
102011
Exotic options with Lévy processes: the Markovian approach
SO Lozza, A Staino
Investment Management and Financial Innovations, 140-156, 2011
102011
The dynamics of the s&p 500 under a crisis context: Insights from a three-regime switching model
L Cerboni Baiardi, M Costabile, D De Giovanni, F Lamantia, A Leccadito, ...
Risks 8 (3), 71, 2020
52020
A comparison among portfolio selection strategies with subordinated Lévy processes
A Staino, S Ortobelli, I Massabò
IJCSNS 7 (7), 224, 2007
32007
A lattice approach to evaluate participating policies in a stochastic interest rate framework
M Costabile, I Massabó, E Russo, A Staino
Journal of Computational and Applied Mathematics 385, 113212, 2021
22021
The dynamics of the S&P 500 under a crisis context: Insights from a three-regime switching model
LC Baiardi, M Costabile, D De Giovanni, F Lamantia, A Leccadito, ...
Risks 8 (3), 1-15, 2020
22020
On pricing Asian options under stochastic volatility
E Russo, A Staino
The Journal of Derivatives 23 (4), 7-19, 2016
22016
A Flexible Lattice Model for Pricing Contingent Claims under Multiple Risk Factors
E Russo, A Staino
The Journal of Derivatives 26 (1), 27-44, 2018
12018
A moment-matching method to generate arbitrage-free scenarios
A Staino, E Russo
European Journal of Operational Research 246 (2), 619-630, 2015
12015
Discrete time portfolio selection with lévy processes
C Bertini, SO Lozza, A Staino
International Conference on Intelligent Data Engineering and Automated …, 2007
12007
Discrete time portfolio selection with lévy processes
C Bertini, SO Lozza, A Staino
International Conference on Intelligent Data Engineering and Automated …, 2007
12007
Surrender and Path-Dependent Guarantees in Variable Annuities: Integral Equation Solutions and Benchmark Methods
AL Martire, E Russo, A Staino
Methods and Applications in Fluorescence, 340-346, 2022
2022
A Lattice-Based Model for Evaluating Bonds and Interest-Sensitive Claims Under Stochastic Volatility
E Russo, A Staino
International Journal of Theoretical and Applied Finance 21 (04), 1850023, 2018
2018
Financial models with Lévy processes
A Staino
Università degli studi di Bergamo, 2008
2008
Papers’ abstracts/Анотації до статей 123
D Afanasenko, H Gischer, P Reichling, SO Lozza, A Staino, SK Nawalkha, ...
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–17