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Massimo Costabile


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Personal Details

First Name: Massimo
Middle Name:
Last Name: Costabile

RePEc Short-ID: pco374

Postal Address:


Dipartimento di Scienze Aziendali
Università della Calabria
Location: Arcavacata di Rende, Italy
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)


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  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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