Eugenio Levi and his scientific production: a note on the occasion of the 40th anniversary of his death Paola Modesti OriginalPaper 19 February 2010 Pages: 1 - 5
Some new characterization of rational expectation equilibria in economies with asymmetric information Anna De SimoneCiro Tarantino OriginalPaper 14 August 2009 Pages: 7 - 21
Optimal prepayment and default rules for mortgage-backed securities Giulia De RossiTiziano Vargiolu OriginalPaper 31 October 2009 Pages: 23 - 47
An improved combinatorial approach for pricing Parisian options Yuh-Dauh LyuuCheng-Wei Wu OriginalPaper 30 October 2009 Pages: 49 - 61
Explicit formulas for the minimal variance hedging strategy in a martingale case Flavio AngeliniStefano Herzel OriginalPaper 02 October 2009 Pages: 63 - 79