Arturo Leccadito

Orcid: 0000-0002-9101-4242

According to our database1, Arturo Leccadito authored at least 4 papers between 2006 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2024
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options.
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.
Comput. Manag. Sci., December, 2023

2014
Option pricing under regime-switching jump-diffusion models.
J. Comput. Appl. Math., 2014

2006
Financial Risk Modeling with Markov Chains.
Proceedings of the Intelligent Data Engineering and Automated Learning, 2006


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