Browsing by Author SAITA Francesco

Showing results 1 to 2 of 2
Publication YearJRC N°TitleAuthor(s), Editor(s), Other Contributor(s)Publication Type
2006JRC37109Correlation Risk in Multiasset Equity Options PricingCAMPOLONGO FRANCESCA; JOOSSENS ELISABETH; SAITA Francesco; ROMANO Maria EgleArticles in periodicals and books
2010JRC49785Pricing multiasset equity options: how relevant is the dependence function?BEDENDO Mascia; CAMPOLONGO Francesca; JOOSSENS Elisabeth; SAITA FrancescoArticles in periodicals and books