Fulvio Ortu : rechercher sur Z-Library

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1

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

Bacinello, Anna Rita, Ortu, Fulvio

Journal:

Applied Mathematical Finance

Année:

1999

Langue:

english

Fichier:

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

Année:

2012

Langue:

english

Fichier:

PDF, 304 KB

english, 2012

3

Pricing equity-linked life insurance with endogenous minimum guarantees

Anna Rita Bacinello, Fulvio Ortu

Journal:

Insurance: Mathematics and Economics

Année:

1993

Langue:

english

Fichier:

PDF, 1.03 MB

english, 1993

4

Intertemporal asset pricing and the marginal utility of wealth

Anna Battauz, Marzia De Donno, Fulvio Ortu

Journal:

Journal of Mathematical Economics

Année:

2011

Langue:

english

Fichier:

PDF, 594 KB

english, 2011

5

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

Bruno Girotto, Fulvio Ortu

Journal:

Journal of Mathematical Economics

Année:

1997

Langue:

english

Fichier:

PDF, 1.09 MB

english, 1997

6

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

Anna Battauz, Fulvio Ortu

Journal:

Economic Theory

Année:

2007

Langue:

english

Fichier:

PDF, 86 KB

english, 2007

7

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

Journal:

Decisions in Economics and Finance

Année:

2001

Langue:

english

Fichier:

PDF, 174 KB

english, 2001

8

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

Bruno Girotto, Fulvio Ortu

Journal:

Mathematical Finance

Année:

2000

Langue:

english

Fichier:

PDF, 144 KB

english, 2000

9

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

Année:

1994

Langue:

english

Fichier:

PDF, 303 KB

english, 1994

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

Année:

1996

Langue:

english

Fichier:

PDF, 1.30 MB

english, 1996

11

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

Anna Battauz and Fulvio Ortu

Journal:

Economic Theory

Année:

2007

Langue:

english

Fichier:

PDF, 327 KB

english, 2007

12

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

Année:

2018

Langue:

english

Fichier:

PDF, 928 KB

english, 2018

13

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

Anna Rita Bacinello, Fulvio Ortu

Journal:

Insurance: Mathematics and Economics

Année:

1993

Langue:

english

Fichier:

PDF, 93 KB

english, 1993

14

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

Année:

1996

Langue:

english

Fichier:

PDF, 807 KB

english, 1996

15

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

Année:

2006

Langue:

english

Fichier:

PDF, 331 KB

english, 2006

16

Existence of Equivalent Martingale Measures in Finite Dimensional Securities Markets

Bruno Girotto, Fulvio Ortu

Journal:

Journal of Economic Theory

Année:

1996

Langue:

english

Fichier:

PDF, 637 KB

english, 1996

17

Long-Run Risk and the Persistence of Consumption Shocks

Ortu, Fulvio, Tamoni, Andrea, Tebaldi, Claudio

Journal:

Review of Financial Studies

Année:

2013

Langue:

english

Fichier:

PDF, 773 KB

english, 2013

18

Envelope theorems in Banach lattices and asset pricing

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

Journal:

Mathematics and Financial Economics

Année:

2015

Langue:

english

Fichier:

PDF, 533 KB

english, 2015

19

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

Année:

2011

Langue:

english

Fichier:

PDF, 456 KB

english, 2011

20

A Persistence Based Decomposition of Macroeconomic and Financial Time Series

Tamoni, Andrea, Tebaldi, Claudio, Ortu, Fulvio

Journal:

SSRN Electronic Journal

Année:

2011

Langue:

english

Fichier:

PDF, 1.70 MB

english, 2011