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Barone, Gaia's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
612 |
Total
Citations
1 |
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1.
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Barone, Gaia University of Rome II
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355
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2.
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Barone, Gaia University of Rome II
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01 May 11
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Last Revised:
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14 Feb 12
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156
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equity options, credit default swaps, leverage, stochastic volatility, perpetual options, first-touch digitals, Greeks, default probabilities, put-call parity
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3.
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Barone, Gaia University of Rome II
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08 Mar 11
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Last Revised:
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14 Feb 12
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101
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perpetual American options, binary barrier options, first-touch digitals, put-call parity
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4.
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Barone, Gaia University of Rome II
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perpetual options, compound options, barrier options, first-touch digitals, Greeks, put-call parity, distance to exercise, time to exercise
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Records 1 -
4
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