2009 | ||
---|---|---|
2 | EE | Gaetano Iaquinta, Fabio Lamantia, Ivar Massabò, Sergio Ortobelli Lozza: Moment based approaches to value the risk of contingent claim portfolios. Annals OR 165(1): 97-121 (2009) |
2006 | ||
1 | EE | Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo, Gaetano Iaquinta: Financial Risk Modeling with Markov Chains. IDEAL 2006: 1275-1282 |
1 | Fabio Lamantia | [2] |
2 | Arturo Leccadito | [1] |
3 | Sergio Ortobelli Lozza | [1] [2] |
4 | Ivar Massabò | [2] |
5 | Emilio Russo | [1] |