Items where Author is "Gambaro, A. M."
Article
Fusai, G. 
ORCID: 0000-0001-9215-2586 & Gambaro, A. M. (2024).
Pricing on Trees Using New Risk-Free Rates.
The Journal of Derivatives, 32(1),
pp. 139-159.
doi: 10.3905/jod.2024.1.214
Gambaro, A. M., Fusai, G. ORCID: 0000-0001-9215-2586, Sodhi, M. ORCID: 0000-0002-2031-4387 , May, C. & Morelli, C. (2023).
ICU Capacity Expansion Under Uncertainty in the Early Stages of a Pandemic.
Production and Operations Management, 32(8),
pp. 2455-2474.
doi: 10.1111/poms.13985
Gambaro, A. M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Fusai, G. ORCID: 0000-0001-9215-2586 (2020).
General lattice methods for arithmetic Asian options.
European Journal of Operational Research, 282(3),
pp. 1185-1199.
doi: 10.1016/j.ejor.2019.10.026
Gambaro, A. M., Casalini, R., Fusai, G. ORCID: 0000-0001-9215-2586 & Ghilarducci, A. (2019).
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II.
Decisions in Economics and Finance, 42(1),
pp. 157-187.
doi: 10.1007/s10203-019-00242-1
Gambaro, A. M., Casalini, R., Fusai, G. & Ghilarducci, A. (2017). Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts. Insurance: Mathematics and Economics, 81, pp. 117-129. doi: 10.1016/j.insmatheco.2017.10.005