MORETTO, ENRICO
MORETTO, ENRICO
DIPARTIMENTO DI ECONOMIA, METODI QUANTITATIVI E STRATEGIE DI IMPRESA
Un'osservazione sulla formula di Gordon e Shapiro
2004 Moretto, E; Modesti, P
Il rischio del leasing operativo
2005 Moretto, E
Salvage surgery after radiation failure in squamous cell carcinoma of the larynx
2005 Mercante, G; Bacciu, A; Banchini, L; Moretto, E; Oretti, G; Ferri, T
Bond immunization and arbitrage in the semi-deterministic setting
2007 Moretto, E
Flessibilità nella valutazione di investimenti e scomposizione di indici globali
2008 Moretto, E
Matematica finanziaria: esercizi
2008 D'Amico, M; Impedovo, M; Moretto, E
Exchange ratio determination in a market equilibrium
2008 Moretto, E; Rossi, S
Pricing and net profit of operating lease
2009 Moretto, E; Tagliavini, G
Derivative evaluation using recombining trees under stochastic volatility
2010 Moretto, E; Pasquali, S; Trivellato, B
Exact pricing with stochastic volatility and jumps
2010 D'Ippoliti, F; Moretto, E; Pasquali, S; Trivellato, B
Exact and approximated option pricing in a stochastic volatility jump-diffusion model
2010 D'Ippoliti, F; Moretto, E; Pasquali, S; Trivellato, B
Exploiting default probabilities in a structural model with nonconstant barrier
2012 Agosto, A; Moretto, E
Calcolo del valore dell'usufrutto vitalizio; l'infondatezza dei coefficienti "ministeriali"
2013 Busani, A; Moretto, E
Variance matters (in stochastic dividend discount models)
2015 Agosto, A; Moretto, E
A multiple network approach to corporate governance
2015 Bonacina, F; D’Errico, M; Moretto, E; Stefani, S; Torriero, A; Zambruno, G
How Italian companies are monitoring innovation
2016 Arcari, A; Pistoni, A; Moretto, E; Ossola, P; Tonini, D
Option pricing under deformed Gaussian distributions
2016 Moretto, E; Pasquali, S; Trivellato, B
A non-Gaussian option pricing model based on Kaniadakis exponential deformation
2017 Moretto, E; Pasquali, S; Trivellato, B
Use of copulas for Value-at-Risk calculation and backtesting with an application to italian data
2018 Agosto, A; Mainini, A; Moretto, E
Managing adverse temperature conditions through hybrid financial instruments
2018 Stefani, S; Moretto, E; Parravicini, M; Cambiaghi, S; Sonubi, A; Kutrolli, G; Tulli, V