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	1	1	4	53
A binomial approximation for two-state Markovian HJM models	0	0	0	15	4	4	4	81
A binomial model for pricing US-style average options with reset features	0	0	1	21	0	0	2	78
A binomial model for valuing equity-linked policies embedding surrender options	0	0	0	35	1	1	2	129
A reduced lattice model for option pricing under regime-switching	0	0	0	17	1	2	7	89
An adjusted binomial model for pricing Asian options	1	2	3	484	7	10	14	1,143
Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee	0	0	0	8	3	3	3	48
Computationally simple lattice methods for option and bond pricing	0	0	0	46	1	2	2	127
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model	0	0	0	27	2	2	3	90
On pricing lookback options under the CEV process	0	0	0	59	0	1	2	170
notes and comments: A discrete-time algorithmfor pricing double barrier options	0	0	1	117	0	1	2	304
Total Journal Articles	1	2	5	835	20	27	45	2,312

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Statistics updated 2025-11-08