Access Statistics for Massimo Costabile

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
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 2 7 58
A binomial approximation for two-state Markovian HJM models 0 0 0 15 0 2 9 86
A binomial model for pricing US-style average options with reset features 0 0 0 21 0 3 8 86
A binomial model for valuing equity-linked policies embedding surrender options 0 0 0 35 1 1 9 137
A reduced lattice model for option pricing under regime-switching 0 0 0 17 1 2 13 99
An adjusted binomial model for pricing Asian options 1 1 5 487 1 9 28 1,161
Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee 0 0 0 8 0 3 12 57
Computationally simple lattice methods for option and bond pricing 0 0 0 46 0 3 13 138
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model 0 0 0 27 0 3 10 97
On pricing lookback options under the CEV process 0 0 0 59 0 2 6 175
notes and comments: A discrete-time algorithmfor pricing double barrier options 0 0 1 117 0 3 7 309
Total Journal Articles 1 1 6 838 4 33 122 2,403

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Statistics updated 2026-07-10