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GIRIBONE , Piergiuseppe

Last name: GIRIBONE

First name: Piergiuseppe

2015 (v1)

Publication

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Modellizzare la curva dei rendimenti mediante metodologie di apprendimento artificiale: analisi e confronto prestazionale tra le tecniche regressive tradizionali e le reti neurali

CALIGARIS, OTTAVIO Giribone, Piergiuseppe

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Uploaded on: April 14, 2023
2017 (v1)

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The effects of negative nominal rates on the pricing of American Calls: some theoretical and numerical insights.

CAFFERATA, ALESSIA RESTA, MARINA Giribone, Piergiuseppe

The article investigates the effects played on options pricing by negative risk-free rates when the underlying is an equity with null dividends. In such anomalous conditions, in fact, the fair value at early exercise of the American Call would not match the value of the European Call with the same financial features. We originally motivate this...

Uploaded on: April 14, 2023