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Enrico Moretto
Enrico Moretto
Ricercatore - Dipartimento di Economia - Università degli Studi dell'Insubria - Varese - Italy
Email verificata su uninsubria.it - Home page
Titolo
Citata da
Citata da
Anno
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
212015
Variance matters (in stochastic dividend discount models)
A Agosto, E Moretto
Annals of Finance 11 (2), 283-295, 2015
172015
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
162010
Option pricing under deformed Gaussian distributions
E Moretto, S Pasquali, B Trivellato
Physica A: Statistical Mechanics and its Applications 446, 246-263, 2016
122016
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
122010
A non-Gaussian option pricing model based on Kaniadakis exponential deformation
E Moretto, S Pasquali, B Trivellato
The European Physical Journal B 90 (10), 1-10, 2017
82017
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
82005
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
52019
How Italian companies are monitoring innovation
A Arcari, A Pistoni, E Moretto, P Ossola, D Tonini
Management Control 2016 (2), 143-165, 2016
52016
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
52010
Exploiting default probabilities in a structural model with nonconstant barrier
A Agosto, E Moretto
Applied Financial Economics 22 (8), 667-679, 2012
42012
Exchange ratio determination in a market equilibrium
E Moretto, S Rossi
Managerial Finance, 2008
42008
Bond immunization and arbitrage in the semi-deterministic setting
E Moretto
Mathematical Methods in Economics and Finance 2 (1), 71-85, 2007
42007
Managing adverse temperature conditions through hybrid financial instruments
S Stefani, E Moretto, M Parravicini
Journal of Energy Markets, 2018
12018
Covariance of random stock prices in the Stochastic Dividend Discount Model
A Agosto, A Mainini, E Moretto
arXiv preprint arXiv:1609.03029, 2016
12016
Stochastic Dividend Discount Model: A formula for the covariance of random stock prices
A Agosto, A Mainini, E Moretto
12015
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
12007
EXCERPT
E Moretto
2021
Competing or collaborating, with no symmetrical behaviour: Leadership opportunities and winning strategies under stability
S Stefani, M Ausloos, C González-Concepción, A Sonubi, MC Gil-Fariña, ...
Mathematics and Computers in Simulation 187, 489-504, 2021
2021
A remark on some extensions of the mean-variance portfolio selection models
E Moretto
Risk Management Magazine 16 (3), 26-34, 2021
2021
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20