Author = Giorgio Consigli
Number of Articles: 3
A Defined Benefit Pension Fund ALM Model through Multistage Stochastic Programming

Volume 2, Issue 7, October 2017, Pages 1-10

Davide Lauria; Giorgio Consigli

Simulation of Long-term Returns with Stochastic Correlations

Volume 2, Issue 6, August 2017, Pages 1-9

Giorgio Consigli; Mehdi M. Hosseinzadeh

Modifying the Black-Scholes model to valuate preemption right

Volume 1, Issue 1, April 2016, Pages 1-5

Giorgio Consigli; F. Rahnamay Roodposhti; Amin Babaei Falah

International Journal of Finance & Managerial Accounting

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