VELIU, DENIS
VELIU, DENIS
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An Alternative Numerical Scheme to Approximate the Early Exercise Boundary of American Options
2023 Veliu, Denis; DE MARCHIS, Roberto; Marino, Mario; Martire, ANTONIO LUCIANO
On transaction costs in minimum-risk portfolios: insights into risk parity and asset allocation
2025 Veliu, Denis; Shkurti, Aranit; Martire, Antonio Luciano
The risk approach to portfolio construction
2015 Veliu, Denis
Volterra-renewal integral equations: a combined simplified numerical approach
2024 Veliu, Denis; De Marchis, Roberto; Martire, Antonio Luciano
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| An Alternative Numerical Scheme to Approximate the Early Exercise Boundary of American Options | 2023 | Veliu, Denis; DE MARCHIS, Roberto; Marino, Mario; Martire, ANTONIO LUCIANO | |
| On transaction costs in minimum-risk portfolios: insights into risk parity and asset allocation | 2025 | Veliu, Denis; Shkurti, Aranit; Martire, Antonio Luciano | |
| The risk approach to portfolio construction | 2015 | Veliu, Denis | |
| Volterra-renewal integral equations: a combined simplified numerical approach | 2024 | Veliu, Denis; De Marchis, Roberto; Martire, Antonio Luciano |