| A multiple network approach to corporate governance F Bonacina, M D’Errico, E Moretto, S Stefani, A Torriero, G Zambruno Quality & Quantity 49 (4), 1585-1595, 2015 | 21 | 2015 |
| Variance matters (in stochastic dividend discount models) A Agosto, E Moretto Annals of Finance 11 (2), 283-295, 2015 | 15 | 2015 |
| Derivative evaluation using recombining trees under stochastic volatility E Moretto, S Pasquali, B Trivellato Advances and Applications in Statistical Sciences 1 (2), 453-480, 2010 | 13 | 2010 |
| Exact Pricing With Stochastic Volatility And Jumps F D'Ippoliti, E Moretto, S Pasquali, B Trivellato International Journal of Theoretical and Applied Finance 13 (6), 901-929, 2010 | 12 | 2010 |
| Option pricing under deformed Gaussian distributions E Moretto, S Pasquali, B Trivellato Physica A: Statistical Mechanics and its Applications 446, 246-263, 2016 | 11 | 2016 |
| Salvage surgery after radiation failure in squamous cell carcinoma of the larynx G Mercante, A Bacciu, L Banchini, E Moretto, G Oretti, T Ferri B-ENT (Formerly ACTA Otorhinolaryngologica Belgica) 1 (3), 107-111, 2005 | 7 | 2005 |
| Exact and approximated option pricing in a stochastic volatility jump-diffusion model F D’Ippoliti, E Moretto, S Pasquali, B Trivellato Mathematical and statistical methods for actuarial sciences and finance, 133-142, 2010 | 5 | 2010 |
| A non-Gaussian option pricing model based on Kaniadakis exponential deformation E Moretto, S Pasquali, B Trivellato The European Physical Journal B 90 (10), 179, 2017 | 4 | 2017 |
| Bond immunization and arbitrage in the semi-deterministic setting E Moretto Mathematical Methods in Economics and Finance 2 (1), 71-85, 2007 | 4 | 2007 |
| Stochastic dividend discount model: covariance of random stock prices A Agosto, A Mainini, E Moretto Journal of Economics and Finance 43 (3), 552-568, 2019 | 3 | 2019 |
| How Italian companies are monitoring innovation A Arcari, A Pistoni, E Moretto, P Ossola, D Tonini Management Control 2016 (2), 143-165, 2016 | 3 | 2016 |
| Exchange ratio determination in a market equilibrium E Moretto, S Rossi Managerial Finance, 2008 | 3 | 2008 |
| Exploiting default probabilities in a structural model with nonconstant barrier A Agosto, E Moretto Applied Financial Economics 22 (8), 667-679, 2012 | 2 | 2012 |
| Extending Yagil exchange ratio determination model to the case of stochastic dividends A Mainini, E Moretto arXiv preprint arXiv:1708.09810, 2017 | 1 | 2017 |
| Covariance of random stock prices in the Stochastic Dividend Discount Model A Agosto, A Mainini, E Moretto arXiv preprint arXiv:1609.03029, 2016 | 1 | 2016 |
| Stochastic Dividend Discount Model: A formula for the covariance of random stock prices A Agosto, A Mainini, E Moretto | 1 | 2015 |
| Pricing and net profit of operating lease E Moretto, G Tagliavini Managerial Finance 35 (10), 828-840, 2009 | 1 | 2009 |
| Option valuation in a stochastic volatility jump-diffusion model F D’Ippoliti, E Moretto, S Pasquali, B Trivellato CNR-IMATI Technical Report, 07-4, 2007 | 1 | 2007 |
| Hedging rainfall exposure through hybrid financial instruments S Stefani, G Kutrolli, E Moretto, A Sonubi, V Tulli Current and Future Challenges to Energy Security, 64, 2018 | | 2018 |
| Stochastic dividend discount model: covariance of random stock prices A Arianna, A Mainini, E Moretto | | 2018 |
Sara PasqualiCNR-IMATIEmail verificata su mi.imati.cnr.it
