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1

A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance

Costabile, Massimo, Massabó, Ivar

Journal:

The Journal of Derivatives

Year:

2010

Language:

english

File:

PDF, 4.06 MB

english, 2010

2

Option pricing under regime-switching jump–diffusion models

Costabile, Massimo, Leccadito, Arturo, Massabó, Ivar, Russo, Emilio

Journal:

Journal of Computational and Applied Mathematics

Year:

2014

Language:

english

File:

PDF, 511 KB

english, 2014

3

[IEEE 2007 European Conference on Power Electronics and Applications - Aalborg, Denmark (2007.09.2-2007.09.5)] 2007 European Conference on Power Electronics and Applications - An accurate evaluation of electric discharge machining bearings currents in inverter-driven induction motors

Costabile, Gianfranco, De Vivo, Biagio, Egiziano, Luigi, Tucci, Vincenzo, Vitelli, Massimo, Beneduce, Luigi, Iovieno, Salvatore, Masucci, Antonio

Year:

2007

Language:

english

File:

PDF, 1.00 MB

english, 2007

4

A combinatorial approach for pricing Parisian options

Massimo Costabile

Journal:

Decisions in Economics and Finance

Year:

2002

Language:

english

File:

PDF, 89 KB

english, 2002

5

A discrete-time algorithm for pricing double barrier options

Massimo Costabile

Journal:

Decisions in Economics and Finance

Year:

2001

Language:

english

File:

PDF, 61 KB

english, 2001

6

Relationship between recovery of calf-muscle biomechanical properties and gait pattern following surgery for achilles tendon rupture

Romildo Don, Alberto Ranavolo, Angelo Cacchio, Mariano Serrao, Francesca Costabile, Massimo Iachelli, Filippo Camerota, Massimo Frascarelli, Valter Santilli

Journal:

Clinical Biomechanics

Year:

2007

Language:

english

File:

PDF, 400 KB

english, 2007

7

A Path-Independent Humped Volatility Model for Option Pricing

Costabile, Massimo, Massabó, Ivar, Russo, Emilio

Journal:

Applied Mathematical Finance

Year:

2013

Language:

english

File:

PDF, 164 KB

english, 2013

8

A binomial model for pricing US-style average options with reset features

Costabile, Massimo, Massabo, Ivar, Russo, Emilio

Journal:

International Journal of Financial Markets and Derivatives

Year:

2010

Language:

english

File:

PDF, 227 KB

english, 2010

9

A binomial model for valuing equity-linked policies embedding surrender options

Massimo Costabile, Ivar Massabó, Emilio Russo

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 512 KB

english, 2008

10

Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model

Massimo Costabile, Marcellino Gaudenzi, Ivar Massabò, Antonino Zanette

Journal:

Insurance: Mathematics and Economics

Year:

2009

Language:

english

File:

PDF, 1.69 MB

english, 2009

11

On pricing lookback options under the CEV process

Massimo Costabile

Journal:

Decisions in Economics and Finance

Year:

2006

Language:

english

File:

PDF, 143 KB

english, 2006

12

Computationally simple lattice methods for option and bond pricing

Massimo Costabile, Arturo Leccadito, Ivar Massabó

Journal:

Decisions in Economics and Finance

Year:

2009

Language:

english

File:

PDF, 464 KB

english, 2009

13

A binomial approximation for two-state Markovian HJM models

Massimo Costabile, Ivar Massabó, Emilio Russo

Journal:

Review of Derivatives Research

Year:

2011

Language:

english

File:

PDF, 397 KB

english, 2011

14

An adjusted binomial model for pricing Asian options

Massimo Costabile, Ivar Massabó, Emilio Russo

Journal:

Review of Quantitative Finance and Accounting

Year:

2006

Language:

english

File:

PDF, 216 KB

english, 2006

15

On pricing arithmetic average reset options with multiple reset dates in a lattice framework

Massimo Costabile, Ivar Massabó, Emilio Russo

Journal:

Journal of Computational and Applied Mathematics

Year:

2011

Language:

english

File:

PDF, 576 KB

english, 2011

16

A reduced lattice model for option pricing under regime-switching

Massimo Costabile, Arturo Leccadito…

Journal:

Review of Quantitative Finance and Accounting

Year:

2014

Language:

english

File:

PDF, 581 KB

english, 2014

17

Fair Valuation of Equity-Linked Policies under Insurer Default Risk

Costabile, Massimo, Massabò, Ivar, Russo, Emilio

Journal:

North American Actuarial Journal

Year:

2011

Language:

english

File:

PDF, 1.20 MB

english, 2011

18

Landslide detection integrated system (LaDIS) based on in-situ and satellite SAR interferometry measurements

Di Martire, Diego, Tessitore, Serena, Brancato, Domenico, Ciminelli, Maria Grazia, Costabile, Salvatore, Costantini, Mario, Graziano, Gian Vito, Minati, Federico, Ramondini, Massimo, Calcaterra, Domen

Journal:

Year:

2016

Language:

english

File:

PDF, 8.12 MB

english, 2016

19

Synthesis and complexing properties of cyclic benzylopeptoids – a new family of extended macrocyclic peptoids

Meli, Alessandra, Gambaro, Stefania, Costabile, Chiara, Talotta, Carmen, Della Sala, Giorgio, Tecilla, Paolo, Milano, Domenico, Tosolini, Massimo, Izzo, Irene, De Riccardis, Francesco

Journal:

Organic & Biomolecular Chemistry

Year:

2016

Language:

english

File:

PDF, 943 KB

english, 2016

20

A shifted tree model for the efficient evaluation of options with fixed dividends

Costabile, Massimo, Massabò, Ivar, Russo, Emilio

Journal:

IMA Journal of Management Mathematics

Year:

2016

Language:

english

File:

PDF, 222 KB

english, 2016

21

Cyclic Peptoids as Mycotoxins Mimics: an Exploration of their Structural and Biological Properties

D'Amato, Assunta, Volpe, Raffaele, Vaccaro, Maria C, Terracciano, Stefania, Bruno, Ines, Tosolini, Massimo, Tedesco, Consiglia, Pierri, Giovanni, Tecilla, Paolo, Costabile, Chiara, Della Sala, Giorgio

Journal:

Journal of Organic Chemistry

Year:

2017

Language:

english

File:

PDF, 1.43 MB

english, 2017

22

First Results of the “Carbonaceous Aerosol in Rome and Environs (CARE)” Experiment: Beyond Current Standards for PM10

Costabile, Francesca, Alas, Honey, Aufderheide, Michaela, Avino, Pasquale, Amato, Fulvio, Argentini, Stefania, Barnaba, Francesca, Berico, Massimo, Bernardoni, Vera, Biondi, Riccardo, Casasanta, Giamp

Journal:

Year:

2017

File:

PDF, 12.76 MB

2017

23

Tuning the biomimetic performances of 4-hydroxyproline-containing cyclic peptoids

SCHETTINI, ROSARIA, COSTABILE, Chiara, Della Sala, Giorgio, Buirey, Julien, Tosolini, Massimo, Tecilla, Paolo, Bruno, Ines, Vaccaro, Maria C, De Riccardis, Francesco, Izzo, Irene

Journal:

Organic & Biomolecular Chemistry

Year:

2018

Language:

english

File:

PDF, 1.69 MB

english, 2018

24

Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals

Costabile, Massimo, Massabó, Ivar, Russo, Emilio

Journal:

European Journal of Finance

Year:

2019

Language:

english

File:

PDF, 2.52 MB

english, 2019

25

Testing the Least-Squares Monte Carlo Method for the Evaluation of Capital Requirements in Life Insurance

Costabile, Massimo, Viviano, Fabio

Journal:

Year:

2020

File:

PDF, 463 KB

2020

26

The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model

Cerboni Baiardi, Lorenzo, Costabile, Massimo, De Giovanni, Domenico, Lamantia, Fabio, Leccadito, Arturo, MassabÃ³, Ivar, Menzietti, Massimiliano, Pirra, Marco, Russo, Emilio, Staino, Alessandro

Journal:

Year:

2020

File:

PDF, 597 KB

2020

27

A lattice approach to evaluate participating policies in a stochastic interest rate framework

Costabile, Massimo, MassabÃ³, Ivar, Russo, Emilio, Staino, Alessandro

Journal:

Journal of Computational and Applied Mathematics

Year:

2021

File:

PDF, 749 KB

2021