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Massimo Arnone
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Risk Assessment
Black Scholes Model
Information Retrieval
Real Option
Top Venues
Comput. Manag. Sci.
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Publications
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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)