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G

Gianluca Fusai

London School Economics and Political Science

21H指数
114论文数
1.6K被引数
收录论文 19
发表时间
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Inconsistency of the Capital Asset Pricing Model in a Multi-Currency Environment多币种环境下资本资产定价模型的不一致性
errINTERNATIONAL JOURNAL OF FINANCE & ECONOMICS
IF2.8
err2025-12-01
err0
errOAAI
errAl-thani, Khalifa; Mignacca, Domenico; Fusai, Gianluca; Caccioli, Fabio; Germano, Guido
err分享
err收藏
Alternative Price Dynamics and Valuation of Flexible Strategies替代价格动态与灵活策略的估值
errInternational Journal of Finance & Economics
IF2.8
err2025-11-06
err0
errOAAI
errCristina Bertolosi; Gianluca Fusai; Ioannis Kyriakou
err分享
err收藏
Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms利用快速希尔伯特变换和傅里叶变换求解维纳-霍普夫和弗雷德霍姆积分方程
errIMA Journal of Applied Mathematics
IF1.2
err2025-10-01
err0
errOAAI
errGermano, Guido; Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca
err分享
err收藏
Energy commodities and calendar spread options能源商品和日历价差期权
errEnergy Economics
IF14.2
err2025-09-17
err0
errOAAI
errCarme Frau; Gianluca Fusai; Ioannis Kyriakou
err分享
err收藏
Default risk premium and asset prices
errJOURNAL OF FINANCIAL STABILITY
IF4.2
err2022-06-01
err2
errOAAI
errCorvino, Raffaele; Fusai, Gianluca
err分享
err收藏
General lattice methods for arithmetic Asian options
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2020-05-01
err11
PREAI
errGambaro, Anna Maria; Kyriakou, Ioannis; Fusai, Gianluca
err分享
err收藏
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts
errTOURISM MANAGEMENT
IF12.4
err2020-04-01
err24
errOAAI
errBallotta, Laura; Fusai, Gianluca; Kyriakou, Ioannis; Papapostolou, Nikos C.; Pouliasis, Panos K.
err分享
err收藏
Integrated structural approach to Credit Value Adjustment
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2019-02-01
err15
errOAAI
errBallotta, Laura; Fusai, Gianluca; Marazzina, Daniele
err分享
err收藏
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2018-11-01
err20
errOAAI
errPhelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido
err分享
err收藏
Estimation of Multivariate Asset Models with Jumps
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2018-09-28
err13
errOAAI
errBallotta, Laura; Fusai, Gianluca; Loregian, Angela; Perez, M. Fabricio
err分享
err收藏
Hilbert transform, spectral filters and option pricing
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2018-05-14
err17
PREAI
errPhelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido
err分享
err收藏
Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2017-09-01
err15
PREAI
errCaldana, Ruggero; Fusai, Gianluca; Roncoroni, Andrea
err分享
err收藏
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2016-05-01
err53
errOAAI
errFusai, Gianluca; Germano, Guido; Marazzina, Daniele
err分享
err收藏
Pricing exotic derivatives exploiting structure
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2014-07-01
err18
errOAAI
errSesana, Debora; Marazzina, Daniele; Fusai, Gianluca
err分享
err收藏
A general closed-form spread option pricing formula
errJOURNAL OF BANKING & FINANCE
IF3.8
err2013-12-01
err53
errOAAI
errCaldana, Ruggero; Fusai, Gianluca
err分享
err收藏
Functional clustering and linear regression for peak load forecasting功能聚类和线性回归在高峰负荷预测中的应用
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2010-10-01
err144
PREAI
errGoia, Aldo; May, Caterina; Fusai, Gianluca
err分享
err收藏
Pricing discretely monitored Asian options under Levy processes
errJOURNAL OF BANKING & FINANCE
IF3.8
err2008-10-01
err104
errOAAI
errFusai, Gianluca; Meucci, Attilic
err分享
err收藏
Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets
errJOURNAL OF BANKING & FINANCE
IF3.8
err2008-10-01
err43
errOAAI
errFusai, Gianluca; Marena, Marina; Roncoroni, Andrea
err分享
err收藏
Dynamic value at risk under optimal and suboptimal portfolio policies
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2001-12-01
err9
PREAI
errFusai, G; Luciano, E
err分享
err收藏

研究方向

暂无研究方向
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H 指数: 23 · 论文数: 190
I
Ioannis Kyriakou
H 指数: 18 · 论文数: 86
A
Attilio Meucci
H 指数: 16 · 论文数: 73
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