Michele Bufalo

Available identifiers

zbMath Open bufalo.micheleMaRDI QIDQ2074889

List of research outcomes

Publication	Date of Publication	Type
Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach	2024-01-23	Paper
Expected vs. real transaction costs in European option pricing	2023-06-26	Paper
A probabilistic approach to the twin prime and cousin prime conjectures	2023-03-31	Paper
Flexibility to switch project size: a real option application for photovoltaic investment valuation	2022-10-28	Paper
Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate	2022-06-13	Paper
Modern Financial Engineering	2022-02-14	Paper
An improved Barone-Adesi Whaley formula for turbulent markets	2022-02-11	Paper
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work	2021-11-25	Paper
Option pricing formulas under a change of numèraire	2020-07-21	Paper
A semigroup approach to generalized Black-Scholes type equations in incomplete markets	2019-07-31	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Michele Bufalo