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Items where Author is "Vitiello, L"

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Number of items: 5.

Article

Chen, K and Vitiello, L and Hyde, S and Poon, S (2018) 'The Reality of Stock Market Jumps Diversification.' Journal of International Money and Finance, 86. 171 - 188. ISSN 0261-5606

Vitiello, L and Rebelo, I (2015) 'A note on the pricing of multivariate contingent claims under a transformed-gamma distribution.' Review of Derivatives Research, 18 (3). 291 - 300. ISSN 1380-6645

Vitiello, L and Poon, SH (2014) 'Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing.' Review of Derivatives Research, 17 (2). 241 - 259. ISSN 1380-6645

Vitiello, L and Poon, SH (2010) 'General equilibrium and preference free model for pricing options under transformed gamma distribution.' Journal of Futures Markets, 30 (5). 409 - 431. ISSN 0270-7314

Vitiello, L and Poon, SH (2008) 'General equilibrium and risk neutral framework for option pricing with a mixture of distributions.' Journal of Derivatives, 15 (4). 48 - 60. ISSN 1074-1240

This list was generated on Fri Nov 15 02:19:01 2019 GMT.