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Massimo Costabile

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This is information that was supplied by Massimo Costabile in registering through RePEc. If you are Massimo Costabile , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Massimo
Middle Name:
Last Name: Costabile
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RePEc Short-ID: pco374

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Affiliation

Dipartimento di Scienze Aziendali
Università della Calabria
Location: Arcavacata di Rende, Italy
Homepage: http://www.scienzeaziendali.unical.it/
Email:
Phone: 0984/492155
Fax: 0984/492277
Postal: Via P. Bucci, Edificio Cubo 3C, Arcavacata di Rende (CS)
Handle: RePEc:edi:dacalit (more details at EDIRC)

Works

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Articles

  1. Costabile, M., 2013. "Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 597-600.
  2. Massimo Costabile & Ivar Massab� & Emilio Russo, 2013. "A Path-Independent Humped Volatility Model for Option Pricing," Applied Mathematical Finance, Taylor & Francis Journals, vol. 20(3), pages 191-210, July.
  3. M. Costabile & I. Massabò & E. Russo, 2012. "On Pricing Contingent Claims Under The Double Heston Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(05), pages 1250033-1-1.
  4. Massimo Costabile & Ivar Massabó & Emilio Russo, 2011. "A binomial approximation for two-state Markovian HJM models," Review of Derivatives Research, Springer, vol. 14(1), pages 37-65, April.
  5. Massimo Costabile & Ivar Massabo & Emilio Russo, 2010. "A binomial model for pricing US-style average options with reset features," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 1(3), pages 258-273.
  6. Costabile, Massimo & Gaudenzi, Marcellino & Massabò, Ivar & Zanette, Antonino, 2009. "Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 286-295, October.
  7. Massimo Costabile & Arturo Leccadito & Ivar Massabó, 2009. "Computationally simple lattice methods for option and bond pricing," Decisions in Economics and Finance, Springer, vol. 32(2), pages 161-181, November.
  8. Costabile, Massimo & Massabó, Ivar & Russo, Emilio, 2008. "A binomial model for valuing equity-linked policies embedding surrender options," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 873-886, June.
  9. Massimo Costabile & Ivar Massabó & Emilio Russo, 2006. "An adjusted binomial model for pricing Asian options," Review of Quantitative Finance and Accounting, Springer, vol. 27(3), pages 285-296, November.
  10. Massimo Costabile, 2006. "On pricing lookback options under the CEV process," Decisions in Economics and Finance, Springer, vol. 29(2), pages 139-153, November.
  11. Massimo Costabile, 2001. "notes and comments: A discrete-time algorithmfor pricing double barrier options," Decisions in Economics and Finance, Springer, vol. 24(1), pages 49-59.
  12. Massimo Costabile, 2001. "A discrete-time algorithm for pricing double barrier options," Decisions in Economics and Finance, Springer, vol. 24(1), pages 49-58, 05.

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