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Disambiguation of "Barone-Adesi, Giovanni"

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Approximations for the values of american options

, and . Stochastic Analysis and Applications, 9 (2): 115--131 (1991)

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Paul Barone

Modupe Felicia Adesina

Roselyne Barone-Mahn

Giovanni Natale

Giovanni Bacigalupo

 

Other publications of authors with the same name

Approximations for the values of american options, and . Stochastic Analysis and Applications, 9 (2): 115--131 (1991)Price flexiblity and output volatility: the case for flexible exchange rates, and . Journal of International Money and Finance, 9 (3): 276--298 (September 1990)The saga of the American put. Journal of Banking & Finance, 29 (11): 2909--2918 (November 2005)Functional gradient descent for financial time series with an application to the measurement of market risk, and . Journal of Banking & Finance, 29 (4): 959--977 (April 2005)A multivariate FGD technique to improve VaR computation in equity markets., and . Comput. Manag. Science, 2 (2): 87-106 (2005)Risk management decisions and value under uncertainty., , and . Ann. Oper. Res., 313 (2): 603-604 (2022)An option pricing formula for the GARCH diffusion model., , and . Comput. Stat. Data Anal., 49 (2): 287-310 (2005)A dynamic model of expected bond returns: A functional gradient descent approach., and . Comput. Stat. Data Anal., 51 (4): 2267-2277 (2006)Preface: decision making and risk/return optimization in financial economics., , , and . Ann. Oper. Res., 281 (1-2): 1-2 (2019)The valuation of American call options and the expected ex-dividend stock price decline, and . Journal of Financial Economics, 17 (1): 91--111 (September 1986)