LIGATO, SIMONE
LIGATO, SIMONE
100012 - Dipartimento di Economia
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Combining robust Dynamic Neural Networks with traditional technical indicators for generating mechanic trading signals
2018-01-01 Giribone, PIER GIUSEPPE; Ligato, Simone; Penone, Francesco
Flexible-forward pricing through Leisen–Reimer trees: Implementation and performance comparison with traditional Markov chains
2016-01-01 Giribone, PIER GIUSEPPE; Ligato, Simone
Negative interest rates effects on option pricing: Back to basics?
2017-01-01 Burro, Giacomo; Giribone, Pier Giuseppe; Ligato, Simone; Mulas, Martina; Querci, Francesca
Option pricing via Radial Basis Functions: Performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing
2015-01-01 Giribone, PIER GIUSEPPE; Ligato, Simone
The effects of negative interest rates on the estimation of option sensitivities: The impact of switching from a log-normal to a normal model
2017-01-01 Giribone, PIER GIUSEPPE; Ligato, Simone; Mulas, Martina
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Combining robust Dynamic Neural Networks with traditional technical indicators for generating mechanic trading signals | 1-gen-2018 | Giribone, PIER GIUSEPPE; Ligato, Simone; Penone, Francesco | |
| Flexible-forward pricing through Leisen–Reimer trees: Implementation and performance comparison with traditional Markov chains | 1-gen-2016 | Giribone, PIER GIUSEPPE; Ligato, Simone | |
| Negative interest rates effects on option pricing: Back to basics? | 1-gen-2017 | Burro, Giacomo; Giribone, Pier Giuseppe; Ligato, Simone; Mulas, Martina; Querci, Francesca | |
| Option pricing via Radial Basis Functions: Performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing | 1-gen-2015 | Giribone, PIER GIUSEPPE; Ligato, Simone | |
| The effects of negative interest rates on the estimation of option sensitivities: The impact of switching from a log-normal to a normal model | 1-gen-2017 | Giribone, PIER GIUSEPPE; Ligato, Simone; Mulas, Martina |