Antonio Cosma
Names
| first: |
Antonio |
| last: |
Cosma |
Identifer
Contact
| email: |
antonio.cosma at domain unibg.it
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Affiliations
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Università degli Studi di Bergamo
/ Dipartimento di Scienze Aziendali
Research profile
author of:
- Early exercise decision in American options with dividends, stochastic volatility and jumps (RePEc:arx:papers:1612.03031)
by Antonio Cosma & Stefano Galluccio & Paola Pederzoli & Olivier Scaillet - Valuing American Options Using Fast Recursive Projections (RePEc:chf:rpseri:rp1226)
by Antonio Cosma & Stefano Galluccio & Paola Pederzoli & O. Scaillet - Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps (RePEc:chf:rpseri:rp1673)
by Antonio Cosma & Stefano Galluccio & Paola Pederzoli & O. Scaillet - A nonparametric ACD model (RePEc:cor:louvco:2006067)
by COSMA, Antonio & GALLI, Fausto - A Nonparametric ACD Model (RePEc:crf:wpaper:06-10)
by Antonio Cosma & Fausto Galli - The Dark Side of Global Integration: Increasing Tail Dependence (RePEc:crf:wpaper:09-05)
by Antonio Cosma & antonio.cosma@uni.lu & Michel Beine & Robert Vermeulen - Early Exercise Decision in American Options with Dividends, Stochastic Volatility, and Jumps (RePEc:cup:jfinqa:v:55:y:2020:i:1:p:331-356_10)
by Cosma, Antonio & Galluccio, Stefano & Pederzoli, Paola & Scaillet, Olivier - The dark side of global integration: Increasing tail dependence (RePEc:eee:jbfina:v:34:y:2010:i:1:p:184-192)
by Beine, Michel & Cosma, Antonio & Vermeulen, Robert - Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification (RePEc:eme:aecozz:s0731-905320190000039010)
by Antonio Cosma & Andreï V. Kostyrka & Gautam Tripathi - Multiariate Wavelet-based sahpe preserving estimation for dependant observation (RePEc:fam:rpseri:rp144)
by Antonio Cosma & Olivier Scaillet & Rainer von Sachs - Valuing American options using fast recursive projections (RePEc:gnv:wpgsem:unige:41856)
by Cosma, Antonio & Galluccio, Stefano & Scaillet, Olivier - Valuing American options using fast recursive projections (RePEc:gnv:wpgsem:unige:82087)
by Cosma, Antonio & Galluccio, Stefano & Pederzoli, Paola & Scaillet, Olivier - The Dark Side of Global Integration: Increasing Tail Dependence (RePEc:luc:wpaper:08-03)
by Michel Beine & Antonio Cosma & Robert Vermeulen - Valuing American options using fast recursive projections (RePEc:luc:wpaper:15-20)
by Antonio Cosma & Stefano Galluccio & Paola Pederzoli & Olivier Scaillet - Inference in Conditional Moment Restriction Models when there is Selection due to Stratification (RePEc:luc:wpaper:17-20)
by Antonio Cosma & Andreï Kostyrka & Gautam Tripathi - Missing Endogenous Variables in Conditional Moment Restriction Models (RePEc:luc:wpaper:24-01)
by Antonio Cosma & Andreï Kostyrka & Gautam Tripathi - A non parametric ACD model (RePEc:pra:mprapa:53990)
by Cosma, Antonio & Galli, Fausto