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Number of items: 5.
Article
| Leccadito, Arturo and Paletta, Tommaso and Tunaru, Radu (2016) Pricing and Hedging Basket Options with Exact Moment Matching. Insurance: Mathematics and Economics, 69 . pp. 59-69. ISSN 0167-6687. (doi:https://doi.org/10.1016/j.insmatheco.2016.03.013) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) |
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| Leccadito, Arturo and Tunaru, Radu and Urga, Giovanni (2015) Trading strategies with implied forward credit default swap spreads. Journal of Banking and Finance, . pp. 361-375. ISSN 0378-4266. (doi:https://doi.org/10.1016/j.jbankfin.2015.04.018) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
| Fabozzi, Frank J. and Leccadito, Arturo and Tunaru, Radu (2014) Extracting market information from equity options with exponential Lévy processes. Journal of Economic Dynamics and Control, 38 (1). pp. 125-141. ISSN 0165-1889. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
| Leccadito, Arturo and Toscano, Pietro and Tunaru, Radu (2012) Hermite Binomial Trees: A Novel Technique for Derivatives Pricing. International Journal of Theoretical and Applied Finance, 15 (8). pp. 1-36. ISSN 0219-0249. (doi:https://doi.org/10.1142/S0219024912500586) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
| Fabozzi, Frank J. and Leccadito, Arturo and Tunaru, Radu (2012) A New Method For Generating Approximation Algorithms For Financial Mathematics Applications. Quantitative Finance, . pp. 1-13. ISSN 1469-7688. (doi:https://doi.org/10.1080/14697688.2011.580363) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
