MAGLIONE, FEDERICO
MAGLIONE, FEDERICO
Scienze per l'Economia e l'Impresa
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Risultati 1 - 10 di 10 (tempo di esecuzione: 0.002 secondi).
Assessing the Impact of Credit Risk on Equity Options via Information Contents and Compound Options
2023 Maglione, Federico; Mancino, Maria Elvira
Compound Option Pricing and the Roll-Geske-Whaley Formula under the Conjugate-Power Dagum Distribution
2022 Carr P.; Maglione F.
Credit Spreads, Leverage and Volatility: A Cointegration Approach
2022 Federico Maglione
Credit Spreads, Leverage and Volatility: A Cointegration Approach
2022 Maglione, F
Going green: Environmental risk management, market value and performance
2023 Dal Maso, Lorenzo; Gianfagna, Laura; Maglione, Federico; Lattanzi, Nicola
Introducing and testing the Carr model of default
2024 Maglione, Federico
Multifractality in Finance: A deep understanding and review of Mandelbrot's MMAR
2015 federico maglione
On the scaling function of multifractal processes
2015 Federico Maglione
The Impact of Credit Risk on Equity Options
2020 Maglione, Federico
The use of compound options for credit risk modelling
2020 federico maglione