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	0	0	1	50
A binomial approximation for two-state Markovian HJM models	0	0	0	15	0	0	0	77
A binomial model for pricing US-style average options with reset features	0	0	0	20	0	1	2	77
A binomial model for valuing equity-linked policies embedding surrender options	0	0	0	35	0	1	2	128
A reduced lattice model for option pricing under regime-switching	0	0	2	17	0	3	10	86
An adjusted binomial model for pricing Asian options	0	0	2	481	0	2	5	1,131
Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee	0	0	0	8	0	0	1	45
Computationally simple lattice methods for option and bond pricing	0	0	0	46	0	0	0	125
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model	0	0	0	27	0	0	0	87
On pricing lookback options under the CEV process	0	0	0	59	0	1	1	169
notes and comments: A discrete-time algorithmfor pricing double barrier options	0	0	0	116	0	0	0	302
Total Journal Articles	0	0	4	830	0	8	22	2,277

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Statistics updated 2025-03-03