Arturo Leccadito

Publication Activity (10 Years)

Years Active: 2006-2024
Publications (10 Years): 2

Top Topics

Diffusion Model

Black Scholes Model

Influence Maximization

Top Venues

Ann. Oper. Res.

J. Comput. Appl. Math.

Comput. Manag. Sci.

Publications

Domenico De Giovanni, Arturo Leccadito, Debora Loccisano
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options. Ann. Oper. Res. 336 (1-2) (2024)
Alessandro Staino, Emilio Russo, Massimo Costabile, Arturo Leccadito
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint. Comput. Manag. Sci. 20 (1) (2023)
Massimo Costabile, Arturo Leccadito, Ivar Massabò, Emilio Russo
Option pricing under regime-switching jump-diffusion models. J. Comput. Appl. Math. 256 (2014)
Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo, Gaetano Iaquinta
Financial Risk Modeling with Markov Chains. IDEAL (2006)