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Gaia Barone
Gaia Barone
Assistant Professor, Economics and Finance, National College of Ireland
Verified email at ncirl.ie - Homepage
Title
Cited by
Cited by
Year
European compound options written on perpetual American options
G Barone
Journal of Derivatives 20 (3), 61, 2013
122013
An equity-based credit risk model
G Barone
Derivative Securities Pricing and Modelling 94, 351-378, 2012
112012
Arbitraggi e algebra di Garman
G Barone
CreateSpace, 2012
62012
Equity Options, Credit Default Swaps and Leverage: A Simple Stochastic-Volatility Model for Equity and Credit Derivatives
G Barone
Credit Default Swaps and Leverage: A Simple Stochastic-Volatility Model for …, 2011
52011
Equity options and bond options in the Leland model
G Barone
Available at SSRN 1779303, 2011
42011
Previdenza complementare: proiezioni di lungo periodo nell’ottica dell’analisi di sostenibilità
P Fersini, G Barone, S Forte, G Olivieri, G Melisi
LUISS University Press, 2017
32017
Arbitraggi e prezzi Arrow-Debreu
G Barone
RIVISTA DI POLITICA ECONOMICA, 2008
32008
Explaining credit ratings through a perpetual-debt structural model
G Barone
Journal of Credit Risk 17 (2), 2019
2*2019
Arbitraggi e prezzi Arrow-Debreu
G Barone
CreateSpace, 2012
22012
Tracking The EURO STOXX 50
E Barone, G Barone
Available at SSRN 4203380, 2022
12022
Unscrambling Codes: From Hieroglyphs to Market News
E Barone, G Barone
International Journal on Natural Language Computing (IJNLC) Vol 11, 2022
12022
Deleveraging CAPM: Asset Betas vs. Equity Betas
E Barone, G Barone
Equity Betas (October 13, 2021), 2021
12021
The Many Facets of Risk
G Barone
12004
Orientação, Indução e os Limites da Regulação: O papel do Parecer de Orientação da CVM (Guidance, Behavior-Modification and the Boundaries of Regulation: The Role of CVM's …
V Barone
Available at SSRN 4189991, 2022
2022
The Making of Zero Curves
E Barone, G Barone, JC Williams
Available at SSRN 3917904, 2021
2021
The Valuation of Equity Options in the Perpetual-Debt Structural Model
G Barone
Available at SSRN 3356607, 2019
2019
Replication of credit ratings by a Perpetual-Debt Structural Model
G Barone
Bancaria 74 (5), 24-40, 2018
2018
Equity Options, Credit Default Swaps and Leverage
G Barone
2012
Un modello à la Leland per l'analisi del rischio di credito
G Barone
2012
Equity options, credit default swaps e leverage: un semplice modello a volatilita'stocastica per i derivati azionari e creditizi
G Barone
Working Papers CASMEF, 2012
2012
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