Browsing by Author SAITA Francesco

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Publication YearJRC Publication 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 Journals
2010JRC49785Pricing multiasset equity options: how relevant is the dependence function?BEDENDO Mascia; CAMPOLONGO Francesca; JOOSSENS Elisabeth; SAITA FrancescoArticles in Journals