Anna Grazia Quaranta

Publication Activity (10 Years)

Years Active: 2012-2022
Publications (10 Years): 3

Top Topics

Dynamic Pricing

Machine Learning

Black Scholes Model

Profit Maximization

Top Venues

Comput. Manag. Sci.

Eur. J. Oper. Res.

Publications

Valentina Lagasio, Francesca Pampurini, Annagiulia Pezzola, Anna Grazia Quaranta
Assessing bank default determinants via machine learning. Inf. Sci. 618 (2022)
Massimo Arnone, Michele Leonardo Bianchi, Anna Grazia Quaranta, Gian Luca Tassinari
Catastrophic risks and the pricing of catastrophe equity put options. Comput. Manag. Sci. 18 (2) (2021)
Anna Grazia Quaranta, Anna Raffoni, Franco Visani
A multidimensional approach to measuring bank branch efficiency. Eur. J. Oper. Res. 266 (2) (2018)
Roy Cerqueti, Anna Grazia Quaranta
The perspective of a bank in granting credits: an optimization model. Optim. Lett. 6 (5) (2012)