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Details about Pierangelo Ciurlia

E-mail:
Phone:+39 06 57335696
Postal address:Department of Economics, University of Rome III, Via Silvio D'Amico 77, 00145 Rome, Italy
Workplace:Dipartimento di Economia (Department of Economics), Scuola de Economia e Studi Aziendali (School of Economics and Management), Università degli Studi Roma Tre (University of Rome Tre), (more information at EDIRC)

Access statistics for papers by Pierangelo Ciurlia.

Last updated 2010-04-30. Update your information in the RePEc Author Service.

Short-id: pci19

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Working Papers

2010

  1. On the evaluation of European continuous-istallment options
    Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre Downloads

2008

  1. A model for pricing real estate derivatives with stochastic interest rates
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

2004

  1. Valuation of American Continuous-Installment Options
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads
    See also Journal Article Valuation of American Continuous-Installment Options, Computational Economics, Springer (2005) Downloads View citations (4) (2005)

2002

  1. Applicazione di tecniche di simulazione alla valutazione delle opzioni russe
    Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre Downloads

Journal Articles

2005

  1. Valuation of American Continuous-Installment Options
    Computational Economics, 2005, 25, (1), 143-165 Downloads View citations (4)
    See also Working Paper Valuation of American Continuous-Installment Options, Computing in Economics and Finance 2004 (2004) Downloads (2004)
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