Submit
Personalize
Your alerts
Your lists
Your searches
Help
de
en
fr
it
guest ::
login
Advanced Search
Search in fulltext
Save the 3 selected filters for next search
Refine my results
Document type
Articles
(2)
Institution
Tessin
University of Lugano
(2)
Specific Collection
National Collections
National Licences
(2)
Language
English
(2)
Author
Barone-Adesi, Giovanni
(2)
Audrino, Francesco
(1)
Elliott, Robert
(1)
Domain
Arts, Human and Social Science
(1)
Medicine, Technology, Engineering
(1)
Keyword
Sorted by: Date of deposit
Date of deposit
Title
Author
Ascending
Descending
2
results
1
Postprint
Cutting the hedge
Barone-Adesi, Giovanni
;
Elliott, Robert
In: Computational Economics, 2007, vol. 29, no. 2, p. 151-158
Postprint
A multivariate FGD technique to improve VaR computation in equity markets
Audrino, Francesco
;
Barone-Adesi, Giovanni
In: Computational Management Science, 2005, vol. 2, no. 2, p. 87-106