European compound options written on perpetual American options G Barone Journal of Derivatives 20 (3), 61, 2013 | 12 | 2013 |
An equity-based credit risk model G Barone Derivative Securities Pricing and Modelling 94, 351-378, 2012 | 11 | 2012 |
Arbitraggi e algebra di Garman G Barone CreateSpace, 2012 | 6 | 2012 |
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 | 5 | 2011 |
Equity options and bond options in the Leland model G Barone Available at SSRN 1779303, 2011 | 4 | 2011 |
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 | 3 | 2017 |
Arbitraggi e prezzi Arrow-Debreu G Barone RIVISTA DI POLITICA ECONOMICA, 2008 | 3 | 2008 |
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 | 2 | 2012 |
Tracking The EURO STOXX 50 E Barone, G Barone Available at SSRN 4203380, 2022 | 1 | 2022 |
Unscrambling Codes: From Hieroglyphs to Market News E Barone, G Barone International Journal on Natural Language Computing (IJNLC) Vol 11, 2022 | 1 | 2022 |
Deleveraging CAPM: Asset Betas vs. Equity Betas E Barone, G Barone Equity Betas (October 13, 2021), 2021 | 1 | 2021 |
The Many Facets of Risk G Barone | 1 | 2004 |
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 |