BUFALO, Michele
BUFALO, Michele
A Compound Up-and-In Call like Option for Wind Projects Pricing
2023-01-01 Bufalo, Michele; DI BARI, Antonio; Villani, Giovanni
A new algorithm to find prime numbers with less memory requirements
2023-01-01 Bufalo, Daniele; Bufalo, Michele; Orlando, Giuseppe; Tetta, Raffaele
A strategic options game approach to support PPP investment decisions under risk-sharing mechanisms
2024-01-01 Biancardi, Marta; Bufalo, Michele; DI BARI, Antonio; Villani, Giovanni
Addressing the financial impact of natural disasters in the era of climate change
2024-01-01 Bufalo, Michele; Ceci, Claudia; Orlando, Giuseppe
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model
2024-01-01 Ascione, Giacomo; Bufalo, Michele; Orlando, Giuseppe
Improved tourism demand forecasting with {CIR}{\#} model: a case study of disrupted data patterns in Italy
2023-01-01 Bufalo, Michele; Orlando, Giuseppe
Modeling volatility of disaster-affected populations: A non-homogeneous geometric-skew Brownian motion approach
2023-01-01 Ascione, Giacomo; Bufalo, Michele; Orlando, Giuseppe
Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ model
2024-01-01 Ceci, Claudia; Bufalo, Michele; Orlando, Giuseppe
Skew–Brownian processes for estimating the volatility of crude oil Brent
2024-01-01 Bufalo, Michele; Liseo, Brunero; Orlando, Giuseppe
Some Properties of the Computation of the Modular Inverse with Applications in Cryptography
2023-01-01 Bufalo, Michele; Bufalo, Daniele; Orlando, Giuseppe
Time series forecasting with the CIR# model: from hectic markets sentiments to regular seasonal tourism
2023-01-01 Orlando, Giuseppe; Bufalo, Michele
Wind Farm Evaluation Under Real Options Approach
2024-01-01 Biancardi, Marta; Bufalo, Michele; Di Bari, Antonio; Villani, Giovanni