Ivar Massabò

Publication Activity (10 Years)

Years Active: 2009-2023
Publications (10 Years): 4

Top Topics

Makespan Minimization

Diffusion Models

Influence Maximization

Top Venues

J. Comput. Appl. Math.

Commun. Nonlinear Sci. Numer. Simul.

Publications

Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion. Commun. Nonlinear Sci. Numer. Simul. 118 (2023)
Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino
A lattice approach to evaluate participating policies in a stochastic interest rate framework. J. Comput. Appl. Math. 385 (2021)
Johnny C. Ho, Ivar Massabò, Giuseppe Paletta, Alex J. Ruiz-Torres
A note on posterior tight worst-case bounds for longest processing time schedules. 4OR 17 (1) (2019)
Ivar Massabò, Giuseppe Paletta, Alex J. Ruiz-Torres
A note on longest processing time algorithms for the two uniform parallel machine makespan minimization problem. J. Sched. 19 (2) (2016)
Massimo Costabile, Arturo Leccadito, Ivar Massabò, Emilio Russo
Option pricing under regime-switching jump-diffusion models. J. Comput. Appl. Math. 256 (2014)
Massimo Costabile, Ivar Massabò, Emilio Russo
On pricing arithmetic average reset options with multiple reset dates in a lattice framework. J. Comput. Appl. Math. 235 (17) (2011)
Gaetano Iaquinta, Fabio Lamantia, Ivar Massabò, Sergio Ortobelli Lozza
Moment based approaches to value the risk of contingent claim portfolios. Ann. Oper. Res. 165 (1) (2009)