HERZEL, STEFANO

HERZEL, STEFANO  

Dipartimento di Economia e Finanza  

Mostra records
Risultati 1 - 20 di 32 (tempo di esecuzione: 0.023 secondi).
Data di pubblicazione Titolo Autore(i) Tipo File
1-gen-2006 A non-stationary paradigm for the dynamics of multivariate financial returns Herzel, S; Catalin, S; Tutuncu, R Contributo in libro
1-gen-2023 A reinforcement learning algorithm for trading commodities Giorgi, F; Herzel, S; Pigato, P Articolo su rivista
1-gen-1998 A Simple model for option pricing with jumping stochastic volatility Herzel, S Articolo su rivista
1-gen-2013 A Socially responsible portfolio selection strategy Herzel, S; Nicolosi, M Contributo in libro
1-gen-2013 Active management of socially responsible portfolios Fabretti, A; Herzel, S Contributo in libro
1-gen-2017 An agent-based model for a double auction with convex incentives Fabretti, A; Herzel, S Articolo su rivista
1-gen-2016 An Agent-Based Model to Study the Impact of Convex Incentives on Financial Markets Fabretti, A; Gärling, T; Herzel, S; Holmen, M Contributo in libro
1-gen-2006 An approximation of caplet implied volatilities in Gaussian models Angelini, F; Herzel, S Articolo su rivista
1-gen-2004 Approximating the exact value of an American option Herzel, S Articolo su rivista
1-gen-2005 Arbitrage opportunities on derivatives: a linear programming approach Herzel, S Articolo su rivista
1-gen-2005 Consistent calibration of HJM models to implied volatilities Angelini, F; Herzel, S Articolo su rivista
1-gen-2002 Consistent initial curves for interest rate models Angelini, F; Herzel, S Articolo su rivista
1-gen-2017 Convex incentives in financial markets: an agent-based analysis Fabretti, A; Garling, T; Herzel, S; Holmen, M Articolo su rivista
1-gen-2014 Delegated portfolio management under ambiguity aversion Fabretti, A; Herzel, S; Pınar, M Articolo su rivista
1-gen-2012 Delegated portfolio management with socially responsible investment constraints Fabretti, A; Herzel, S Articolo su rivista
1-gen-2014 Delta hedging in discrete time under stochastic interest rate Angelini, F; Herzel, S Articolo su rivista
1-gen-2002 Efficient option valuation using trees Heath, D; Herzel, S Articolo su rivista
1-gen-2012 Evaluating discrete dynamic strategies in affine models Angelini, F; Herzel, S Articolo su rivista
1-gen-2010 Explicit formulas for the minimal variance hedging strategy in a martingale case Angelini, F; Herzel, S Articolo su rivista
1-gen-2021 Implicit incentives for fund managers with partial information Angelini, F; Colaneri, K; Herzel, S; Nicolosi, M Articolo su rivista