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Massimo Costabile · Study

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Massimo Costabile

4 works· latest 2013· 1 institutionscluster: provisionalORCID 0000-0002-4795-814X

h-index4

i104

Citations134

Works here4

02

06

10

13

Most cited in this library

Option pricing under regime-switching jump–diffusion models2013 · 57 citations
A combinatorial approach for pricing Parisian options2002 · 32 citations
An adjusted binomial model for pricing Asian options2006 · 23 citations
A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance2010 · 22 citations

Works

4 shown

Option pricing under regime-switching jump–diffusion models

Journal of Computational and Applied Mathematics·2013·4 authors·Open access

57citations

A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance

The Journal of Derivatives·2010·2 authors

22citations

An adjusted binomial model for pricing Asian options

Review of Quantitative Finance and Accounting·2006·3 authors

23citations

A combinatorial approach for pricing Parisian options

Decisions in Economics and Finance·2002·1 author

32citations