Research Repository

Items where Author is "Vitiello, L"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
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. pp. 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). pp. 291-300. ISSN 1380-6645

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

Vitiello, L and Poon, S (2009) 'General equilibrium and preference free model for pricing options under transformed gamma distribution.' Journal of Futures Markets, 30 (5). pp. 409-431. ISSN 0270-7314

Vitiello, L and Poon, S (2008) 'General Equilibrium and Risk Neutral Framework for Option Pricing with a Mixture of Distributions.' The Journal of Derivatives, 15 (4). pp. 48-60. ISSN 1074-1240

This list was generated on Tue Aug 9 14:36:24 2022 BST.