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1

Barrier Option Pricing Using Adjusted Transition Probabilities

Barone-Adesi, Giovanni, Fusari, Nicola, Theal, John

Journal:

The Journal of Derivatives

Year:

2008

Language:

english

File:

PDF, 907 KB

english, 2008

2

The valuation of American call options and the expected ex-dividend stock price decline

Giovanni Barone-Adesi, Robert E. Whaley

Journal:

Journal of Financial Economics

Year:

1986

Language:

english

File:

PDF, 1.33 MB

english, 1986

3

The saga of the American put

Giovanni Barone-Adesi

Journal:

Journal of Banking & Finance

Year:

2005

Language:

english

File:

PDF, 146 KB

english, 2005

4

Efficient Analytic Approximation of American Option Values

Giovanni Barone-Adesi and Robert E. Whaley

Journal:

The Journal of Finance

Year:

1987

Language:

english

File:

PDF, 507 KB

english, 1987

5

VaR without correlations for portfolios of derivative securities

Barone-Adesi, Giovanni, Giannopoulos, Kostas, Vosper, Les

Journal:

Journal of Futures Markets

Year:

1999

Language:

english

File:

PDF, 337 KB

english, 1999

6

Equity financing and corporate convertible bond policy

P. Jalan, G. Barone-Adesi

Journal:

Journal of Banking & Finance

Year:

1995

Language:

english

File:

PDF, 1.02 MB

english, 1995

7

A GARCH Option Pricing Model with Filtered Historical Simulation

Barone-Adesi, Giovanni, Engle, Robert F., Mancini, Loriano

Journal:

Review of Financial Studies

Year:

2008

Language:

english

File:

PDF, 616 KB

english, 2008

8

Prone Positioning in Non-intubated Patients with COVID-19 Outside the Intensive Care Unit: More Evidence Needed

Ripoll-Gallardo, Alba, Grillenzoni, Luca, Bollon, Jordy, della Corte, Francesco, Barone-Adesi, Francesco

Journal:

Disaster Medicine and Public Health Preparedness

Year:

2020

File:

PDF, 219 KB

2020

9

Pricing Bonds and Bond Options with Default Risk

Emilio Barone, Giovanni Barone-Adesi, Antonio Castagna

Journal:

European Financial Management

Year:

1998

Language:

english

File:

PDF, 606 KB

english, 1998

10

Immediate Breast Reconstruction After Skin- or Nipple-Sparing Mastectomy for Previously Augmented Patients: A Personal Technique

Marzia Salgarello, Dario Rochira, Liliana Barone-Adesi, Eugenio Farallo

Journal:

Aesthetic Plastic Surgery

Year:

2012

Language:

english

File:

PDF, 1.01 MB

english, 2012

11

Introduction

Giovanni Barone Adesi

Journal:

Journal of Banking & Finance

Year:

2005

Language:

english

File:

PDF, 122 KB

english, 2005

12

Functional gradient descent for financial time series with an application to the measurement of market risk

Francesco Audrino, Giovanni Barone-Adesi

Journal:

Journal of Banking & Finance

Year:

2005

Language:

english

File:

PDF, 353 KB

english, 2005

13

Thirty years of continuous-time finance

Giovanni Barone-Adesi

Journal:

Journal of Banking & Finance

Year:

2005

Language:

english

File:

PDF, 53 KB

english, 2005

14

Seasonality in Canadian Stock Prices: A Test of the "Tax-Loss-Selling" Hypothesis

Seha M. Tinic, Giovanni Barone-Adesi and Richard R. West

Journal:

Journal of Financial and Quantitative Analysis

Year:

1987

Language:

english

File:

PDF, 1.09 MB

english, 1987

15

H1-histamine receptor affinity predicts weight gain with antidepressants

Salvi, Virginio, Mencacci, Claudio, Barone-Adesi, Francesco

Journal:

European Neuropsychopharmacology

Year:

2016

Language:

english

File:

PDF, 558 KB

english, 2016

16

VaR and CVaR Implied in Option Prices

Barone Adesi, Giovanni

Journal:

Journal of Risk and Financial Management

Year:

2016

Language:

english

File:

PDF, 189 KB

english, 2016

17

Option pricing with regulated fractional Brownian motion

F. Aldabe, G. Barone-Adesi, R. J. Elliott

Journal:

Applied Stochastic Models in Business and Industry

Year:

1998

Language:

english

File:

PDF, 101 KB

english, 1998

18

Long-term mortality from pleural and peritoneal cancer after exposure to asbestos: Possible role of asbestos clearance

Francesco Barone-Adesi, Daniela Ferrante, Marinella Bertolotti, Annalisa Todesco, Dario Mirabelli, Benedetto Terracini, Corrado Magnani

Journal:

International Journal of Cancer

Year:

2008

Language:

english

File:

PDF, 92 KB

english, 2008

19

A dynamic model of expected bond returns: A functional gradient descent approach

Francesco Audrino, Giovanni Barone-Adesi

Journal:

Computational Statistics & Data Analysis

Year:

2006

Language:

english

File:

PDF, 276 KB

english, 2006

20

The Bernstein problem for intrinsic graphs in Heisenberg groups and calibrations

Vittorio Barone Adesi, Francesco Serra Cassano, Davide Vittone

Journal:

Calculus of Variations and Partial Differential Equations

Year:

2007

Language:

english

File:

PDF, 511 KB

english, 2007

21

Non parametric VaR Techniques. Myths and Realities

Giovanni Barone-Adesi, Kostas Giannopoulos

Journal:

Year:

2001

Language:

english

File:

PDF, 228 KB

english, 2001

22

Valuation of derivatives based on single-factor interest rate models

Ghulam Sorwar, Giovanni Barone-Adesi, Walter Allegretto

Journal:

Global Finance Journal

Year:

2007

Language:

english

File:

PDF, 216 KB

english, 2007

23

Cardiovascular benefits of smoking regulations: The effect of decreased exposure to passive smoking

Lorenzo Richiardi, Loredana Vizzini, Franco Merletti, Francesco Barone-Adesi

Journal:

Preventive Medicine

Year:

2009

Language:

english

File:

PDF, 603 KB

english, 2009

24

EVOLUTION OF THE SURGICAL APPROACH TO ORAL SQUAMOUS CELL CARCINOMA IN A SINGLE INSTITUTION. DECISIVE IMPACT OF THE IMPROVEMENT OF THE RECONSTRUCTIVE TECHNIQUES EVALUATED ON A SERIES OF 106 PATIENTS BETWEEN 2004 AND 2009

F. Bussu, G. Almadori, C. Parrilla, M. Salgarello, L. Barone Adesi, F. Micciche, V. Valentini, G. Paludetti

Journal:

Radiotherapy and Oncology

Year:

2011

Language:

english

File:

PDF, 335 KB

english, 2011

25

Interlocking Circumareolar Suture With Undyed Polyamide Thread: A Personal Experience

Marzia Salgarello, Giuseppe Visconti, Liliana Barone-Adesi

Journal:

Aesthetic Plastic Surgery

Year:

2013

Language:

english

File:

PDF, 180 KB

english, 2013

26

Testing Asset Pricing Models with Coskewness

Giovanni Barone Adesi, Patrick Gagliardini and Giovanni Urga

Journal:

Journal of Business and Economic Statistics

Year:

2004

Language:

english

File:

PDF, 505 KB

english, 2004

27

Short-term effects of Italian smoking regulation on rates of hospital admission for acute myocardial infarction

Barone-Adesi, F., Vizzini, L., Merletti, F., Richiardi, L.

Journal:

European Heart Journal

Year:

2006

Language:

english

File:

PDF, 96 KB

english, 2006

28

Numerical evaluation of the critical price and American options

Allegretto, Walter, Barone-Adesi, Giovanni, Elliott, Robert J.

Journal:

European Journal of Finance

Year:

1995

Language:

english

File:

PDF, 457 KB

english, 1995

29

Excess of mesotheliomas after exposure to chrysotile in Balangero, Italy

Mirabelli, D, Calisti, R, Barone-Adesi, F, Fornero, E, Merletti, F, Magnani, C

Journal:

Occupational and Environmental Medicine

Year:

2008

Language:

english

File:

PDF, 142 KB

english, 2008

30

Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem

Sorwar, Ghulam, Barone-Adesi, Giovanni

Journal:

Applied Mathematical Finance

Year:

2011

Language:

english

File:

PDF, 142 KB

english, 2011

31

Approximations for the values of american options

Barone-Adesi, Giovanni, Elliott, Robert J.

Journal:

Stochastic Analysis and Applications

Year:

1991

Language:

english

File:

PDF, 364 KB

english, 1991

32

Incidence of solid tumours among pesticide applicators exposed to the organophosphate insecticide diazinon in the Agricultural Health Study: an updated analysis

Jones, R. R., Barone-Adesi, F., Koutros, S., Lerro, C. C., Blair, A., Lubin, J., Heltshe, S. L., Hoppin, J. A., Alavanja, M. C. R., Beane Freeman, L. E.

Journal:

Occupational and Environmental Medicine

Year:

2015

Language:

english

File:

PDF, 200 KB

english, 2015

33

Cancer risk after cessation of asbestos exposure: a cohort study of Italian asbestos cement workers

Magnani, C, Ferrante, D, Barone-Adesi, F, Bertolotti, M, Todesco, A, Mirabelli, D, Terracini, B

Journal:

Occupational and Environmental Medicine

Year:

2008

Language:

english

File:

PDF, 177 KB

english, 2008

34

Testing Asset Pricing Models With Coskewness

Barone Adesi, Giovanni, Gagliardini, Patrick, Urga, Giovanni

Journal:

Journal of Business and Economic Statistics

Year:

2004

Language:

english

File:

PDF, 559 KB

english, 2004

35

Arbitrage Equilibrium with Skewed Asset Returns

Giovanni Barone-Adesi

Journal:

Journal of Financial and Quantitative Analysis

Year:

1985

Language:

english

File:

PDF, 1.07 MB

english, 1985

36

Dual-Plane Prosthetic Reconstruction Using the Modified Wise Pattern Mastectomy in Women with Macromastia

Salgarello, Marzia, Visconti, Giuseppe, Barone-Adesi, Liliana

Journal:

Plastic & Reconstructive Surgery

Year:

2011

Language:

english

File:

PDF, 1.87 MB

english, 2011

37

Nipple-Sparing Mastectomy with Immediate Implant Reconstruction: Cosmetic Outcomes and Technical Refinements

Salgarello, Marzia, Visconti, Giuseppe, Barone-Adesi, Liliana

Journal:

Plastic & Reconstructive Surgery

Year:

2010

Language:

english

File:

PDF, 1.96 MB

english, 2010

38

Does Volatility Pay?

BARONE‐ADESI, GIOVANNI

Journal:

The Journal of Risk Finance

Year:

2000

Language:

english

File:

PDF, 342 KB

english, 2000

39

Inverted-T Skin-Reducing Mastectomy with Immediate Implant Reconstruction Using the Submuscular-Subfascial Pocket

Salgarello, Marzia, Visconti, Giuseppe, Barone-Adesi, Liliana, Franceschini, Gianluca, Magno, Stefano, Terribile, Daniela, Masetti, Riccardo

Journal:

Plastic & Reconstructive Surgery

Year:

2012

Language:

english

File:

PDF, 1.79 MB

english, 2012

40

Use of the Thoracodorsal Artery Perforator (TDAP) Flap With Implant in Breast Reconstruction

Hamdi, Moustapha, Salgarello, Marzia, Barone-Adesi, Liliana, Van Landuyt, Koenraad

Journal:

Annals of Plastic Surgery

Year:

2008

Language:

english

File:

PDF, 853 KB

english, 2008

41

A GARCH Option Pricing Model with Filtered Historical Simulation

Giovanni Barone-Adesi, Robert F. Engle and Loriano Mancini

Journal:

Review of Financial Studies

Year:

2008

Language:

english

File:

PDF, 3.79 MB

english, 2008

42

Excess of mesotheliomas after exposure to chrysotile in Balangero, Italy

D Mirabelli, R Calisti, F Barone-Adesi, E Fornero, F Merletti and C Magnani

Journal:

Occupational and Environmental Medicine

Year:

2008

Language:

english

File:

PDF, 1.07 MB

english, 2008

43

Patient-reported Outcomes in Immediate and Delayed Breast Reconstruction with Deep Inferior Epigastric Perforator Flap

Pagliara, Domenico, Albanese, Roberta, Storti, Gabriele, Barone Adesi, Liliana, Salgarello, Marzia

Journal:

Plastic and Reconstructive Surgery Global Open

Year:

2018

Language:

english

File:

PDF, 195 KB

english, 2018

44

Use of administrative health databases to estimate incidence and prevalence of acromegaly in Piedmont Region, Italy

Caputo, M., Ucciero, A., Mele, C., De Marchi, L., Magnani, C., Cena, T., Marzullo, P., Barone-Adesi, F., Aimaretti, G.

Journal:

Journal of Endocrinological Investigation

Year:

2018

Language:

english

File:

PDF, 782 KB

english, 2018

45

S&P 500 Index, an Option-Implied Risk Analysis

Barone-Adesi, Giovanni, Legnazzi, Chiara, Sala, Carlo

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 644 KB

english, 2018

46

Barrier Option Pricing Using Adjusted Transition Probabilities

Barone-Adesi, Giovanni, Fusari, Nicola, Theal, John

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 231 KB

english, 2007

47

A GARCH Option Pricing Model with Filtered Historical Simulation

Barone-Adesi, Giovanni, Engle, Robert F., Mancini, Loriano

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 494 KB

english, 2008

48

On the Lease Rate, Convenience Yield and Speculative Effects in the Gold Futures Market

Barone-Adesi, Giovanni, Geman, Hélyette, Theal, John

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 470 KB

english, 2010

49

Preface: decision making and risk/return optimization in financial economics

AitSahlia, Farid, Barone-Adesi, Giovanni, Clark, Ephraim, Prigent, Jean-Luc

Journal:

Annals of Operations Research

Year:

2019

Language:

english

File:

PDF, 147 KB

english, 2019

50

Gender differences in pleural mesothelioma occurrence in Lombardy and Piedmont, Italy

Consonni, Dario, Migliore, Enrica, Barone-Adesi, Francesco, Dallari, Barbara, De Matteis, Sara, Oddone, Enrico, Pesatori, Angela C., Riboldi, Luciano, Mirabelli, Dario, Mensi, Carolina

Journal:

Environmental Research

Year:

2019

File:

PDF, 795 KB

2019

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