Arturo Leccadito

According to our database, Arturo Leccadito authored at least 4 papers between 2006 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Co-movements, option pricing and risk management: an application to WTI versus Brent spread options.

Domenico De Giovanni, Arturo Leccadito, Debora Loccisano

Ann. Oper. Res., May, 2024

2023

Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint.

Alessandro Staino, Emilio Russo, Massimo Costabile, Arturo Leccadito

Comput. Manag. Sci., December, 2023

2014

Option pricing under regime-switching jump-diffusion models.

Massimo Costabile, Arturo Leccadito, Ivar Massabò, Emilio Russo

J. Comput. Appl. Math., 2014

2006

Financial Risk Modeling with Markov Chains.

Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo, Gaetano Iaquinta

Proceedings of the Intelligent Data Engineering and Automated Learning, 2006