Details about Andrea Gheno

Access statistics for papers by Andrea Gheno.

Last updated 2014-07-07. Update your information in the RePEc Author Service.

Short-id: pgh86

Working Papers

2008

1. A model for pricing real estate derivatives with stochastic interest rates
   MPRA Paper, University Library of Munich, Germany View citations (3)
2. Incomplete Financial Markets and Contingent Claim Pricing in a dual expected utility theory framework
   Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre
   See also Journal Article Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework, Insurance: Mathematics and Economics, Elsevier (2009) (2009)

2007

3. Contingent Claim Pricing In A Dual Expected Utility Theory Framework
   Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre
4. IAS 39 Hedge Accounting e Interest Rate Risk Management
   Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre

2005

5. Convertible bonds and volatility structure
   Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre
6. Corporate valuations and the merton model
   Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre
7. Dynamic portfolio selection in a dual expected utility theory framework
   Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre View citations (2)

2000

8. Alberi binomiali e struttura della volatilità
   Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre
9. Metodologie per la valutazione delle obbligazioni convertibili in ipotesi di evoluzione stocastica della struttura per scadenza
   Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre View citations (1)

Journal Articles

2009

1. Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework
   Insurance: Mathematics and Economics, 2009, 45, (2), 180-187
   See also Working Paper Incomplete Financial Markets and Contingent Claim Pricing in a dual expected utility theory framework, Departmental Working Papers of Economics - University 'Roma Tre' (2008) (2008)

2005

2. Equity and debt valuation with default risk: a discrete structural model
   Applied Financial Economics, 2005, 15, (12), 875-881 View citations (2)