Pierangelo Ciurlia

Personal Details

First Name:	Pierangelo
Middle Name:
Last Name:	Ciurlia
Suffix:
RePEc Short-ID:	pci19
	Department of Economics, University of Rome III, Via Silvio D'Amico 77, 00145 Rome, Italy
	+39 06 57335696

Affiliation

Dipartimento di Economia
Scuola de Economia e Studi Aziendali
Università degli Studi Roma Tre

Roma, Italy
https://economia.uniroma3.it/
RePEc:edi:dero3it (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Ciurlia, Pierangelo & Gheno, Andrea, 2008. "A model for pricing real estate derivatives with stochastic interest rates," MPRA Paper 9924, University Library of Munich, Germany.

   Cited by:

   1. Dong Zou & Pu Gong, 2017. "A Lattice Framework with Smooth Convergence for Pricing Real Estate Derivatives with Stochastic Interest Rate," The Journal of Real Estate Finance and Economics, Springer, vol. 55(2), pages 242-263, August.
   2. Frank J. Fabozzi & Robert J. Shiller & Radu S. Tunaru, 2010. "Property Derivatives for Managing European Real†Estate Risk," European Financial Management, European Financial Management Association, vol. 16(1), pages 8-26, January.

2. Pierangelo Ciurlia & Ilir Roko, 2004. "Valuation of American Continuous-Installment Options," Computing in Economics and Finance 2004 345, Society for Computational Economics.
   • Pierangelo Ciurlia & Ilir Roko, 2005. "Valuation of American Continuous-Installment Options," Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 143-165, February.

   Cited by:

   1. Liu, Yu-hong & Jiang, I-Ming & Hsu, Wei-tze, 2018. "Compound option pricing under a double exponential Jump-diffusion model," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 30-53.
   2. Joanna Goard & Mohammed AbaOud, 2022. "Pricing European and American Installment Options," Mathematics, MDPI, vol. 10(19), pages 1-27, September.
   3. Kimura, Toshikazu, 2010. "Valuing continuous-installment options," European Journal of Operational Research, Elsevier, vol. 201(1), pages 222-230, February.
   4. Jeon, Junkee & Kim, Geonwoo, 2019. "Pricing European continuous-installment strangle options," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).

Articles

1. Pierangelo Ciurlia & Ilir Roko, 2005. "Valuation of American Continuous-Installment Options," Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 143-165, February.
   • Pierangelo Ciurlia & Ilir Roko, 2004. "Valuation of American Continuous-Installment Options," Computing in Economics and Finance 2004 345, Society for Computational Economics.
   See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-URE: Urban and Real Estate Economics (1) 2008-09-13

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