Andrea Gheno

Personal Details

First Name:	Andrea
Middle Name:
Last Name:	Gheno
Suffix:
RePEc Short-ID:	pgh86
	[This author has chosen not to make the email address public]

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. Marisa Cenci & Massimiliano Corradini & Andrea Gheno, 2005. "Dynamic portfolio selection in a dual expected utility theory framework," Departmental Working Papers of Economics - University 'Roma Tre' 0056, Department of Economics - University Roma Tre.

   Cited by:

   1. Massimiliano Corradini & Andrea Gheno, 2007. "Contingent Claim Pricing In A Dual Expected Utility Theory Framework," Departmental Working Papers of Economics - University 'Roma Tre' 0082, Department of Economics - University Roma Tre.
   2. Corradini, M. & Gheno, A., 2009. "Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 180-187, October.
      • Massimiliano Corradini & Andrea Gheno, 2008. "Incomplete Financial Markets and Contingent Claim Pricing in a dual expected utility theory framework," Departmental Working Papers of Economics - University 'Roma Tre' 0085, Department of Economics - University Roma Tre.

3. Marisa Cenci & Andrea Gheno, 2000. "Metodologie per la valutazione delle obbligazioni convertibili in ipotesi di evoluzione stocastica della struttura per scadenza," Departmental Working Papers of Economics - University 'Roma Tre' 0020, Department of Economics - University Roma Tre.

   Cited by:

   1. Andrea Gheno, 2005. "Convertible bonds and volatility structure," Departmental Working Papers of Economics - University 'Roma Tre' 0057, Department of Economics - University Roma Tre.

Articles

1. Marisa Cenci & Andrea Gheno, 2005. "Equity and debt valuation with default risk: a discrete structural model," Applied Financial Economics, Taylor & Francis Journals, vol. 15(12), pages 875-881.

   Cited by:

   1. Arianna Agosto & Enrico Moretto, 2010. "Applying default probabilities in an exponential barrier structural model," Economics and Quantitative Methods qf1005, Department of Economics, University of Insubria.
   2. Andrea Gheno, 2005. "Corporate valuations and the merton model," Departmental Working Papers of Economics - University 'Roma Tre' 0055, Department of Economics - University Roma Tre.

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 4 papers 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-FMK: Financial Markets (1) 2007-03-24
2. NEP-MAC: Macroeconomics (1) 2007-09-09
3. NEP-RMG: Risk Management (1) 2007-09-09
4. NEP-UPT: Utility Models and Prospect Theory (1) 2007-03-24
5. NEP-URE: Urban and Real Estate Economics (1) 2008-09-13

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