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Consiglio, Andrea's
Scholarly Papers
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Aggregate Statistics |
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Downloads
422 |
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Citations
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1.
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Pricing the Option to Surrender in Incomplete Markets
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Consiglio, Andrea
Department of Economics and Statistics De Giovanni, Domenico
University of Palermo
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Posted:
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31 Mar 07
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Last Revised:
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16 Nov 10
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183
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Consiglio, Andrea
Department of Economics and Statistics DeGiovanni, Domenico
Università degli Studi della Calabria
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Consiglio, Andrea
Department of Economics and Statistics De Giovanni, Domenico
University of Palermo
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181
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Life insurance, Policies with minimum guarantee, Option pricing, Incomplete markets, Surrender options
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Consiglio, Andrea
Department of Economics and Statistics
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142
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Simulation, Term structure of interest rates, Autoregressive models, Fat tailed distributions
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3.
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Consiglio, Andrea
Department of Economics and Statistics Staino, Alessandro
University of Palermo - Dipartimento di Scienze Statistiche e Matematiche
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97
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Stochastic Programming, Sovereign debt, Optimal Debt Issuance
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4.
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De Giovanni, Domenico
University of Palermo Consiglio, Andrea
Department of Economics and Statistics
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05 Apr 06
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Last Revised:
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25 Nov 08
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Life Insurance, Minimum Guarantee, Bonus Provision, Incomplete Markets, Stochastic Programming
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5.
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Consiglio, Andrea
Department of Economics and Statistics Russino, Annalisa
University of Palermo - Department of Statistics and Mathematics
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20 Jan 06
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Last Revised:
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25 Nov 08
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Learning, Portfolio choices, Liquidity, Automated auctions, Artificial markets
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