Giovanni Barone Adesi

Giovanni Barone Adesi

Università della Svizzera Italiana Lugano - Lugano / Switzerland
Economics & Econometrics / Economics
AD Scientific Index ID: 1079344
Université de la Suisse italienne
person_outline Giovanni Barone Adesi's MOST POPULAR ARTICLES
1-) Efficient analytic approximation of American option values the Journal of Finance 42 (2), 301-320, 1987
2-) Mathematics of financial markets Springer Science & Business Media, 2005
3-) VaR without correlations for portfolios of derivative securities Journal of Futures Markets 19 (5), 583-602, 1999
4-) A GARCH option pricing model with filtered historical simulation The review of financial studies 21 (3), 1223-1258, 2008
5-) Market risk: Don't look back RISK-LONDON-RISK MAGAZINE LIMITED- 11, 100-103, 1998