Fulvio Ortu: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

1

Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates

Bacinello, Anna Rita, Ortu, Fulvio

Journal:

Applied Mathematical Finance

Year:

1999

Language:

english

File:

PDF, 344 KB

english, 1999

2

A spectral estimation of tempered stable stochastic volatility models and option pricing

Junye Li, Carlo Favero, Fulvio Ortu

Journal:

Computational Statistics & Data Analysis

Year:

2012

Language:

english

File:

PDF, 304 KB

english, 2012

3

Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets

Bruno Girotto, Fulvio Ortu

Journal:

Journal of Mathematical Economics

Year:

1997

Language:

english

File:

PDF, 1.09 MB

english, 1997

4

Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads

Journal:

Decisions in Economics and Finance

Year:

2001

Language:

english

File:

PDF, 174 KB

english, 2001

5

Pricing equity-linked life insurance with endogenous minimum guarantees

Anna Rita Bacinello, Fulvio Ortu

Journal:

Insurance: Mathematics and Economics

Year:

1993

Language:

english

File:

PDF, 1.03 MB

english, 1993

6

Dynamic versus one-period completeness in event-tree security markets

Anna Battauz, Fulvio Ortu

Journal:

Economic Theory

Year:

2007

Language:

english

File:

PDF, 86 KB

english, 2007

7

CONSUMPTION AND PORTFOLIO POLICIES WITH INCOMPLETE MARKETS AND SHORT-SALE CONSTRAINTS IN THE FINITE-DIMENSIONAL CASE: SOME REMARKS

Bruno Girotto, Fulvio Ortu

Journal:

Mathematical Finance

Year:

1994

Language:

english

File:

PDF, 303 KB

english, 1994

8

Intertemporal asset pricing and the marginal utility of wealth

Anna Battauz, Marzia De Donno, Fulvio Ortu

Journal:

Journal of Mathematical Economics

Year:

2011

Language:

english

File:

PDF, 594 KB

english, 2011

9

Dynamic versus one-period completeness in event-tree security markets

Anna Battauz and Fulvio Ortu

Journal:

Economic Theory

Year:

2007

Language:

english

File:

PDF, 327 KB

english, 2007

10

Valuation of sinking-fund bonds in the Vasicek and CIR frameworks ∗ Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged.

Bacinello, Anna Rita, Ortu, Fulvio, Stucchi, Patrizia

Journal:

Applied Mathematical Finance

Year:

1996

Language:

english

File:

PDF, 1.30 MB

english, 1996

11

Implications of Return Predictability for Consumption Dynamics and Asset Pricing

Favero, Carlo A., Ortu, Fulvio, Tamoni, Andrea, Yang, Haoxi

Journal:

Journal of Business and Economic Statistics

Year:

2018

Language:

english

File:

PDF, 928 KB

english, 2018

12

Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets

Bruno Girotto, Fulvio Ortu

Journal:

Mathematical Finance

Year:

2000

Language:

english

File:

PDF, 144 KB

english, 2000

13

Does GSS Still Maintain Relevance on HAART Outcome After the Introduction of Newest Active Antiretroviral Drugs? 48 Weeks Results

Ortu, Massimiliano, PaolaVitiello, Bentham Science Publisher, Adorni, Fulvio, Rossotti, Roberto, Di Vincenzo, Paola, Vigano, Ottavia, Galli, Massimo, Rusconi, Stefano

Journal:

Current HIV Research

Year:

2011

Language:

english

File:

PDF, 456 KB

english, 2011

14

Effective securities in arbitrage-free markets with bid–ask spreads at liquidation: a linear programming characterization

Mariagiovanna Baccara, Anna Battauz, Fulvio Ortu

Journal:

Journal of Economic Dynamics and Control

Year:

2006

Language:

english

File:

PDF, 331 KB

english, 2006

15

Envelope theorems in Banach lattices and asset pricing

Battauz, Anna, De Donno, Marzia, Ortu, Fulvio

Journal:

Mathematics and Financial Economics

Year:

2015

Language:

english

File:

PDF, 533 KB

english, 2015

16

Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results

Anna Rita Bacinello, Fulvio Ortu

Journal:

European Journal of Operational Research

Year:

1996

Language:

english

File:

PDF, 807 KB

english, 1996

17

Pricing equity-linked life insurance with endogenous minimum guarantees: A corrigendum

Anna Rita Bacinello, Fulvio Ortu

Journal:

Insurance: Mathematics and Economics

Year:

1993

Language:

english

File:

PDF, 93 KB

english, 1993

18

A Persistence Based Decomposition of Macroeconomic and Financial Time Series

Tamoni, Andrea, Tebaldi, Claudio, Ortu, Fulvio

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 1.70 MB

english, 2011

19

Existence of Equivalent Martingale Measures in Finite Dimensional Securities Markets

Bruno Girotto, Fulvio Ortu

Journal:

Journal of Economic Theory

Year:

1996

Language:

english

File:

PDF, 637 KB

english, 1996

20

Long-Run Risk and the Persistence of Consumption Shocks

Ortu, Fulvio, Tamoni, Andrea, Tebaldi, Claudio

Journal:

Review of Financial Studies

Year:

2013

Language:

english

File:

PDF, 773 KB

english, 2013

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@1delivery.pm

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски