Alessandro Staino

Discrete Time Portfolio Selection with Lévy Processes

Cesarino Bertini, Sergio Ortobelli Lozza, Alessandro Staino, 2007, IDEAL.

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

Alessandro Staino, Massimo Costabile, Ivar Massabó, 2021, J. Comput. Appl. Math..

A stochastic programming model for the optimal issuance of government bonds

Andrea Consiglio, Alessandro Staino, 2012, Ann. Oper. Res..

Nested Conditional Value-at-Risk portfolio selection: A model with temporal dependence driven by market-index volatility

Alessandro Staino, Emilio Russo, 2020, Eur. J. Oper. Res..

Exotic options with Lévy processes: the Markovian approach

Sergio Ortobelli Lozza, Alessandro Staino, S. O. Lozza, 2007 .

A moment-matching method to generate arbitrage-free scenarios

Alessandro Staino, Emilio Russo, Alessandro Staino, 2015, Eur. J. Oper. Res..

On Pricing Asian Options under Stochastic Volatility

Alessandro Staino, Emilio Russo, 2016, The Journal of Derivatives.