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I

Ivar Massabó

University of Calabria

15H指数
73论文数
600被引数
收录论文 5
发表时间
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A lattice-based algorithm for pricing derivatives in a fractional Brownian motion framework基于格子的分数布朗运动框架下衍生品定价算法
errAnnals of Finance
IF0.7
err2025-11-01
err0
errOAAI
errCostabile, Massimo; Massabo, Ivar; Russo, Emilio; Staino, Alessandro
err分享
err收藏
A lattice-based approach for life insurance pricing in a stochastic correlation framework在随机相关框架下的基于格方法的寿险定价
errMATHEMATICS AND COMPUTERS IN SIMULATION
IF4.4
err2025-04-29
err0
errOAAI
errCostabile, Massimo; Massabo, Ivar; Russo, Emilio; Staino, Alessandro; Zhao, Yixing
err分享
err收藏
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion混合分数布朗运动下基于格的未定权益定价模型
errCOMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION
IF3.8
err2023-04-01
err4
PREAI
errCostabile, Massimo; Massabo, Ivar; Russo, Emilio; Staino, Alessandro
err分享
err收藏
Capacity investment under uncertainty: The effect of volume flexibility不确定条件下的产能投资: 交易量弹性的影响
errINTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS
IF10
err2018-04-01
err19
PREAI
errDe Giovanni, Domenico; Massabo, Ivar
err分享
err收藏
Moment based approaches to value the risk of contingent claim portfolios
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2008-01-04
err3
PREAI
errIaquinta, Gaetano; Lamantia, Fabio; Massabo, Ivar; Ortobelli, Sergio
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
S
Sergio Ortobelli Lozza
H 指数: 19 · 论文数: 155
F
Fabio Lamantia
H 指数: 19 · 论文数: 99
M
Massimo Costabile
H 指数: 11 · 论文数: 60
D
Domenico De Giovanni
H 指数: 11 · 论文数: 34
E
Emilio Russo
H 指数: 9 · 论文数: 64
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