Author Page for Enrico Moretto

Derivative Evaluation Using Recombining Trees Under Stochastic Volatility

Published in: Advances and Applications in Statistical Sciences, Volume 1, Issue 2, February 2010, pp. 453-480

Number of pages: 24 Posted: 21 Apr 2013

Enrico Moretto, Sara Pasquali and Barbara Trivellato

Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa - Università di Milano-Bicocca, Milano, Italia, CNR-IMATI and Polytechnic University of Turin - Dipartimento di Matematica

Downloads 108 (539,118)

Abstract:

2.

Exchange Ratio Determination in a Market Equilibrium

Managerial Finance, volume 34, number 4, 2008, pp. 262-270

Number of pages: 15 Posted: 05 May 2013

Enrico Moretto and Stefano Rossi

Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa - Università di Milano-Bicocca, Milano, Italia and Stockholm School of Economics

Downloads 92 (601,710)

Abstract:

3.

Exact and Approximated Option Pricing in a Stochastic Volatility Jump-Diffusion Model

M. Corazza et al. (eds.), Mathematical and Statistical Methods for Actuarial Sciences and Finance 2010, pp 133-142

Number of pages: 10 Posted: 11 Jul 2014

Fernanda D'Ippoliti, Enrico Moretto, Sara Pasquali and Barbara Trivellato

Independent, Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa - Università di Milano-Bicocca, Milano, Italia, CNR-IMATI and Polytechnic University of Turin - Dipartimento di Matematica

Downloads 81 (650,034)

Abstract:

4.

Pricing and Net Profit of Operating Lease

Managerial Finance - Volume 35, Issue 10, 2009, pp. 828-840

Number of pages: 19 Posted: 05 May 2013

Enrico Moretto and Giulio Tagliavini

Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa - Università di Milano-Bicocca, Milano, Italia and University of Parma - Dipartimento di Economia

Downloads 78 (664,245)

Abstract:

5.

Exact Pricing with Stochastic Volatility and Jumps

International Journal of Theoretical and Applied Finance, Vol. 13, No. 6, 2010

Number of pages: 25 Posted: 04 Oct 2014 Last Revised: 11 Oct 2014

Fernanda D'Ippoliti, Enrico Moretto, Sara Pasquali and Barbara Trivellato

Independent, Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa - Università di Milano-Bicocca, Milano, Italia, CNR-IMATI and Polytechnic University of Turin - Dipartimento di Matematica

Downloads 74 (683,969)

Abstract:

6.

Exploiting Default Probabilities in a Structural Model with Nonconstant Barrier

Applied Financial Economics, Vol. 22, No. 8, 2012

Number of pages: 26 Posted: 31 Jan 2014

Arianna Agosto and Enrico Moretto

University of Bologna - Department of Statistics and Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa - Università di Milano-Bicocca, Milano, Italia

Downloads 64 (739,476)

Abstract:

7.

Flessibilità Nella Valutazione Di Investimenti E Scomposizione Di Indici Globali (Flexibility in Evaluating Investment Projects and Net Present Value Decomposition)

Analisi Finanziaria, 2008

Number of pages: 7 Posted: 15 Sep 2017

Enrico Moretto

Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa - Università di Milano-Bicocca, Milano, Italia

Downloads 56 (790,944)

Abstract:

8.

Dynamical Analysis of Evolutionary Transition Toward Sustainable Technologies

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 510

Number of pages: 53 Posted: 02 Feb 2023

Fausto Cavalli, Ahmad Kabir Naimzada, Ahmad Kabir Naimzada and Enrico Moretto

Department of Statistics and Quantitative Methods University of Milano-Bicocca, Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa - Università di Milano-Bicocca, Milano, Italia

Downloads 45 (875,853)

Abstract:

9.

Displaying Risk in Mergers: A Diagrammatic Approach for Exchange Ratio Determination

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 529

Number of pages: 25 Posted: 11 Jan 2024 Last Revised: 13 Mar 2024

Alessandra Mainini, Enrico Moretto and Daniela Visetti

Catholic University of Milan, Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa - Università di Milano-Bicocca, Milano, Italia and Universitá degli Studi di Milano-Bicocca

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Enrico Moretto

Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa - Università di Milano-Bicocca, Milano, Italia

Università di Milano-Bicocca

CNR - IMATI

University of Insubria - Department of Economics

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625

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Scholarly Papers (9)

Derivative Evaluation Using Recombining Trees Under Stochastic Volatility

Abstract:

Exchange Ratio Determination in a Market Equilibrium

Abstract:

Exact and Approximated Option Pricing in a Stochastic Volatility Jump-Diffusion Model

Abstract:

Pricing and Net Profit of Operating Lease

Abstract:

Exact Pricing with Stochastic Volatility and Jumps

Abstract:

Exploiting Default Probabilities in a Structural Model with Nonconstant Barrier

Abstract:

Flessibilità Nella Valutazione Di Investimenti E Scomposizione Di Indici Globali (Flexibility in Evaluating Investment Projects and Net Present Value Decomposition)

Abstract:

Dynamical Analysis of Evolutionary Transition Toward Sustainable Technologies

Abstract:

Displaying Risk in Mergers: A Diagrammatic Approach for Exchange Ratio Determination

Abstract: