The following pages link to Ivar Massabò (Q282253):
Displaying 50 items.
- A note on longest processing time algorithms for the two uniform parallel machine makespan minimization problem (Q282256) (← links)
- (Q539145) (redirect page) (← links)
- A binomial approximation for two-state Markovian HJM models (Q539146) (← links)
- On pricing arithmetic average reset options with multiple reset dates in a lattice framework (Q633988) (← links)
- Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model (Q659140) (← links)
- A binomial model for valuing equity-linked policies embedding surrender options (Q931165) (← links)
- Moment based approaches to Value the Risk of contingent claim portfolios (Q1026540) (← links)
- Computationally simple lattice methods for option and bond pricing (Q1037392) (← links)
- Global several-parameter bifurcation and continuation theorems: a unified approach via complementing maps (Q1054339) (← links)
- On the connectivity properties of the solution set of parametrized families of compact vector fields (Q1056896) (← links)
- Lipschitz and Darbo conditions for the superposition operator in ideal spaces (Q1099398) (← links)
- Semilinear elliptic equations with the primitive of the nonlinearity interacting with the first eigenvalue (Q1176899) (← links)
- Elliptic eigenvalue problems with discontinuous nonlinearities (Q1258463) (← links)
- Estensioni di una struttura paracomplessa su un corpo algebricamente chiuso ad un suo ampliamento trascendente semplice (Q1845912) (← links)
- A lattice approach to evaluate participating policies in a stochastic interest rate framework (Q2222157) (← links)
- Option pricing under regime-switching jump-diffusion models (Q2348967) (← links)
- A note on posterior tight worst-case bounds for longest processing time schedules (Q2423296) (← links)
- Lattice-based model for pricing contingent claims under mixed fractional Brownian motion (Q2684130) (← links)
- (Q3025900) (← links)
- ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL (Q3166710) (← links)
- (Q3197002) (← links)
- Complementing maps, continuation and global bifurcation (Q3333618) (← links)
- Irreducible continua of solutions for Birkhoff-Kellogg type equations (Q3343183) (← links)
- Degree Theory for Equivariant Maps. I (Q3471228) (← links)
- On the théorème fondamental of J. Leray and J. Schauder (Q3475902) (← links)
- Structure and Dimension of Global Branches of Solutions to Multiparameter Nonlinear Equations (Q3700462) (← links)
- (Q3715719) (← links)
- A Global Description of the Periodic Solutions of Some Ordinary Differential Equations (Q3724737) (← links)
- Sulla struttura topologica di rami di soluzioni di equazioni nonlineari in spazi di Banach (Q3733626) (← links)
- (Q3736589) (← links)
- (Q3736602) (← links)
- (Q3769644) (← links)
- On the Covering Dimension of the Set of Solutions of Some Nonlinear Equations (Q3803513) (← links)
- Positive eigenvectors of k-set contractions (Q3855735) (← links)
- (Q3879628) (← links)
- Set-valued perturbations of differential equations at resonance (Q3899075) (← links)
- (Q3905800) (← links)
- (Q3940357) (← links)
- (Q3957673) (← links)
- Degree theory for equivariant maps, the general 𝑆¹-action (Q4024285) (← links)
- (Q4064579) (← links)
- (Q4123882) (← links)
- (Q4125478) (← links)
- (Q4127059) (← links)
- (Q4175937) (← links)
- Computing finite-time survival probabilities using multinomial approximations of risk models (Q4576904) (← links)
- A multistage stochastic programming approach for capital budgeting problems under uncertainty (Q4909102) (← links)
- (Q4953580) (← links)
- Fair Valuation of Equity-Linked Policies under Insurer Default Risk (Q5168713) (← links)
- A shifted tree model for the efficient evaluation of options with fixed dividends (Q5382738) (← links)
