Items where Author is "Fusai, Gianluca"

Article

Green, Ross and Abrahams, I. David and Fusai, Gianluca (2007) Pricing financial claims contingent upon an underlying asset monitored at discrete times. Journal of Engineering Mathematics, 59 (4). pp. 373-384. ISSN 1573-2703 (In Press)

Fusai, Gianluca and Abrahams, David and Sgarra, Carlo (2006) An exact analytical solution for discrete barrier options. Finance and Stochastics, 10 (1). pp. 1-26. ISSN 1432-1122