Costanza Torricelli

According to our database¹, Costanza Torricelli authored at least 4 papers between 2001 and 2009.

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2009

On the no-arbitrage condition in option implied trees.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2009

2005

The pricing of options on an interval binomial tree. An application to the DAX-index option market.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2005

2002

Implied trees in illiquid markets: A Choquet pricing approach.

[BibT_eX]

[DOI]

Int. J. Intell. Syst., 2002

2001

A Multiperiod Binomial Model for Pricing Options in an Uncertain World.

[BibT_eX]

[DOI]

Proceedings of the ISIPTA '01, 2001