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	7	57
A binomial approximation for two-state Markovian HJM models	0	0	0	15	2	2	9	86
A binomial model for pricing US-style average options with reset features	0	0	0	21	3	5	8	86
A binomial model for valuing equity-linked policies embedding surrender options	0	0	0	35	0	0	8	136
A reduced lattice model for option pricing under regime-switching	0	0	0	17	1	2	12	98
An adjusted binomial model for pricing Asian options	0	0	4	486	6	8	25	1,158
Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee	0	0	0	8	3	4	12	57
Computationally simple lattice methods for option and bond pricing	0	0	0	46	3	3	13	138
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model	0	0	0	27	3	4	10	97
On pricing lookback options under the CEV process	0	0	0	59	2	3	6	175
notes and comments: A discrete-time algorithmfor pricing double barrier options	0	0	1	117	3	3	7	309
Total Journal Articles	0	0	5	837	27	35	117	2,397

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Statistics updated 2026-05-06