Ivar Massabò

According to our database, Ivar Massabò authored at least 7 papers between 2009 and 2023.

Collaborative distances:

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

2023

Lattice-based model for pricing contingent claims under mixed fractional Brownian motion.

Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino

Commun. Nonlinear Sci. Numer. Simul., April, 2023

2021

A lattice approach to evaluate participating policies in a stochastic interest rate framework.

Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino

J. Comput. Appl. Math., 2021

2019

A note on posterior tight worst-case bounds for longest processing time schedules.

Johnny C. Ho, Ivar Massabò, Giuseppe Paletta, Alex J. Ruiz-Torres

4OR, 2019

2016

A note on longest processing time algorithms for the two uniform parallel machine makespan minimization problem.

Ivar Massabò, Giuseppe Paletta, Alex J. Ruiz-Torres

J. Sched., 2016

2014

Option pricing under regime-switching jump-diffusion models.

Massimo Costabile, Arturo Leccadito, Ivar Massabò, Emilio Russo

J. Comput. Appl. Math., 2014

2011

On pricing arithmetic average reset options with multiple reset dates in a lattice framework.

Massimo Costabile, Ivar Massabò, Emilio Russo

J. Comput. Appl. Math., 2011

2009

Moment based approaches to value the risk of contingent claim portfolios.

Gaetano Iaquinta, Fabio Lamantia, Ivar Massabò, Sergio Ortobelli Lozza

Ann. Oper. Res., 2009