MICHELE BUFALO

PhD Graduate

PhD program:: XXXI



Thesis title: Some Extensions of the Black - Scholes and Cox - Ingersoll - Ross Models


Research products

11573/1675605 - 2022 - Forecasting portfolio returns with skew-geometric Brownian motions
Bufalo, M.; Liseo, B.; Orlando, G. - 01a Articolo in rivista
paper: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY (Chichester: John Wiley & Sons, ©1999-) pp. 620-650 - issn: 1524-1904 - wos: WOS:000770335500001 (5) - scopus: 2-s2.0-85126436028 (4)

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