Access Statistics for Massimo Costabile

Author contact details at EconPapers.

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Path-Independent Humped Volatility Model for Option Pricing	0	0	0	6	2	3	6	56
A binomial approximation for two-state Markovian HJM models	0	0	0	15	2	3	7	84
A binomial model for pricing US-style average options with reset features	0	0	1	21	1	3	4	81
A binomial model for valuing equity-linked policies embedding surrender options	0	0	0	35	5	7	8	136
A reduced lattice model for option pricing under regime-switching	0	0	0	17	4	7	10	96
An adjusted binomial model for pricing Asian options	0	2	5	486	2	7	19	1,150
Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee	0	0	0	8	4	5	8	53
Computationally simple lattice methods for option and bond pricing	0	0	0	46	6	8	10	135
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model	0	0	0	27	3	3	6	93
On pricing lookback options under the CEV process	0	0	0	59	0	2	3	172
notes and comments: A discrete-time algorithmfor pricing double barrier options	0	0	1	117	2	2	4	306
Total Journal Articles	0	2	7	837	31	50	85	2,362

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Statistics updated 2026-02-12