Items where Author is "Vitiello, Luiz"

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Article

Vitiello, Luiz and Rebelo, Ivonia (2011) The Pricing of Contingent Claims in a Multivariate Gamma Distributed Economy. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2011 (21). pp. 1-24.

Vitiello, Luiz (2009) Redesigning a 'quantitative research methods for finance' module. Investigations in university teaching and learning, 5 (2). pp. 128-132. ISSN 1740-5106

Vitiello, Luiz and Poon, Ser-Huang (2009) A note on the pricing of contingent claims with a mixture of distributions in a discrete-time general equilibrium framework. Centre for International Capital Markets discussion papers, 2009 (09). pp. 1-15. ISSN 1749-3412

Vitiello, Luiz and Poon, Ser-Huang (2008) A general equilibrium and preference free model for pricing options under transformed gamma distribution. Centre for International Capital Markets discussion papers, 2008 (13). pp. 1-29. ISSN 1749-3412

This list was generated on Fri May 24 23:16:53 2019 UTC.