| 2009 |
|---|
| 5 | 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) |
| 2008 |
|---|
| 4 | EE | Domenico De Giovanni,
Sergio Ortobelli Lozza,
Svetlozar T. Rachev:
Delta hedging strategies comparison.
European Journal of Operational Research 185(3): 1615-1631 (2008) |
| 2007 |
|---|
| 3 | EE | Cesarino Bertini,
Sergio Ortobelli Lozza,
Alessandro Staino:
Discrete Time Portfolio Selection with Lévy Processes.
IDEAL 2007: 1032-1041 |
| 2006 |
|---|
| 2 | EE | Arturo Leccadito,
Sergio Ortobelli Lozza,
Emilio Russo,
Gaetano Iaquinta:
Financial Risk Modeling with Markov Chains.
IDEAL 2006: 1275-1282 |
| 2004 |
|---|
| 1 | EE | Fabio Lamantia,
Sergio Ortobelli Lozza,
Svetlozar T. Rachev:
Time-Scale Transformations: Effects on VaR Models.
International Conference on Computational Science 2004: 779-786 |
