Concepedia

Massimo Costabile

MC

Statistics

Publications

12

Citations

240

H-Index

11

Active since

2002

Affiliations

University of Calabria(Current)

Massimo Costabile is an author at University of Calabria specializing in business, asset pricing, and finance.

Top concepts

BusinessFinanceAsset PricingOption PricingEngineeringEconomicsFinancial EngineeringManagementQuantitative FinanceVolatility Modeling

Publications per year

2002–2020

12

Publications

12

Option pricing under regime-switching jump–diffusion models

Massimo Costabile, Arturo Leccadito, Ivar Massabó et al. · Journal of Computational and Applied Mathematics · 2013 · 51 citations

Option Pricing, Engineering, Asset Pricing +7

A combinatorial approach for pricing Parisian options

Massimo Costabile · Decisions in Economics and Finance · 2002 · 31 citations

Mathematical Programming, Option Pricing, Combinatorial Approach +5

An adjusted binomial model for pricing Asian options

Massimo Costabile, Ivar Massabó, Emilio Russo · Review of Quantitative Finance and Accounting · 2006 · 23 citations

Option Pricing, Asset Pricing, Foreign Exchange Option +5

A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance

Massimo Costabile, Ivar Massabó · The Journal of Derivatives · 2010 · 22 citations

Engineering, Simplified Approach, Financial Mathematics +18

A binomial model for valuing equity-linked policies embedding surrender options

Massimo Costabile, Ivar Massabó, Emilio Russo · Insurance Mathematics and Economics · 2007 · 21 citations

Option Pricing, Economics, Asset Pricing +9

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